Also click the box so that the mod is loaded with the game. Otherwise, when you load a save after ending the program for a break, you will need to manually reenable the mod again. If you dont, the save will load and then run on the normal game, not the mod.
Which mod are you using and what is it your expecting to see ? Someone who is familiar with the mod may be able to explain it to you.
Also, have you checked that the mods are compatible with the version of the game you are playing ?