You put the mods in the User/username/my documents/Paradox Interactive/Crusader Kings 2/mod folder. You might need to create that 'mod' folder yourself. In there should be the specific mod folder and a modname.mod file.
The last is necessary to direct the game to the mod folder.
If that is not your issue it might have something to do with NET updates missing, but that will be answered by some tech support guys.
edit: Oops, yeah the Visual C++ updates, not NET usually.