James,
If you have SE4 Gold, look in the "Extras" folder of the CD, you'll find the mod launcher
(name is "ModLaunchingProgram.zip").
Put the exe in your SE4 main folder, and put a link to it on your desktop !
As for mods, install each of them in his own folder (dezip with "creatre subfolders" ON).
Then the launcher will allow you to choose between each mod