haha, i had the same issue, when you extract to the mod folder, make sure there is only one top level folder.
so, it should look like this:
Mods Entrenchment 1.03>(MOD NAME HERE)>GameInfo etc etc
i extracted the mod so it looked like
Mods 1.03>(MOD NAME HERE)>(MOD NAME HERE)>GameInfo etc etc
and thats the problem, so make sure you have extracted it right
Good Luck!
its a slightly changed reply i made to another person with the same problem:
Make sure you extract the file right.
Make sure you extract it to the right location.
Make sure he version of the mod you have is compatible with the version of the game you are running.
and that should be it.
Good Luck