How do u play Morrowind on the PC with the mods(plugins)?

[Robyn E]

When i go and try to play the game with the mods i go to Data File and click on the mods I want, but when I go to see if they r on, but when choose my race the mods not their and when i get the inventory menu, my weapons aren't their either. If you know how to fix the problem,please tell me.