Do you have SH4, or SH5? You're in the SH5 threads is why I ask. Also, whose file are you trying to download? Sober has a
Sober's Better Sand file, and a separate
Sober's Better Rock file for SH4. I just downloaded both mods, and they have a text file or two in their "root" folder, and a "Data" folder. Under the data folder is a "Terrain" folder. Under that is "Textures" and under that are several DDS files that are "pictures" of the material. That's all there is to them. Use JSGME as usual to activate them. There are several other mods that alter the appearance and / or rendering of the objects. Sober also has similar for SH5, but I've not used those.