You aren't, by any chance re-running the self-extracting archive, are you? When you run that, you should have a few files unpack at the very end of your list. One of them will be entitled setup-MyMod.exe or MyMod-setup.exe, there will be a mod folder, and maybe something with the extension tp2 and a couple bat files, depending on the age of the mod.
Double-clicking on the self-extracting archive, usually labeled MyMod.exe, the one you downloaded, will again return you to the one that ends with the instruction to run it again, but doubleclicking on the one labeled setup-MyMod.exe or MyMod-setup.exe, that unpacked at the end of the list, is the one you want. Double check, try it again, and tell me what you get.
Just to underline this a third time, to be absolutely clear: do not rerun the self-extracting archive. Double click on the one labeled setup-MyMod.exe. If you haven't refreshed your view, it will be one of the very last things listed in your installation directory after you unpack the mod.