Usually mods are simply extracted to your Data\ directory (e.g.
Make sure your game is fully patched to 1.4.0.525 (Protip: For vanilla playthroughs, avoid the Gameplay Changes and Quests/New Locations sections just to keep things more, well, 'vanilla'.) Overview of recommended mods for New Vegas. Check out the stuff there and update if possible. This page's content is really, really outdated.
