Welcome aboard Cfant!
There are two things you need to check.
For the mods to work, sh4 can't be in the "programs x86" directory. There is something about it that prevents the mods from working. You can re-install sh4 in its own directory or as a sub-directory under something like "games." Then the mod should work.
Check your directory structure. Sometimes, when unpacking the compressed file, it will go into a double directory (opmonsun/opmonsun/file). If that happens, then the mod won't be recognized and the changes won't be made. Fix this and the mod will be recognized.
And be sure to clean up your mess when you're through. Then you can clean up Armistead and Wolferz's mess.