Unreal Tournamant 2004 mod instation

[felix2008]

i was looking around and i was wondering how to install mods for UT2004. i have the mod installer and installed a mod called Blue Moon Rising:

http://www.moddb.com/mods/blue-moon-rising/downloads/blue-moon-rising-v2-zip-version

i also have my eye on:

http://www.moddb.com/mods/killing-floor

i installed Blue Moon Rising and it finished it all but now i dont know what to do with it. can someone give me an overall explanation on how to install mods and how you use them? Also can you somehow install a windows mod? killing floor comes in an .EXE file.