Morrowind Script Extender (MWSE) is required by certain mods. Although is included within Morrowind Graphics Extender (see above). If you opt for the standalone version for some reason, make sure you get the latest version from SourceForge.
You may want to use the Morrowind Mod Manager to install mods, from now on. It will save hours of fuss and error, although it can be quite dumb at times (extracting .exe files as if they were mods). But it only works with .RAR and .ZIP files. Mods also come packaged/compressed in .ACE and .7z formats, which you will need to know how to open.