Is it maybe possible, that the Wiki page for this mod forgets to mention the hint about the "data" dir?
"This mod is not packaged correctly. Right-click on Data and choose [Set data directory]. Click [OK] to install."
Which is why point 4 was added to the notice immediately above the steps on installing in the STEP guide. The link in that note takes the reader to the MO guide where this method is further discussed.
This way users become acquainted with the tools they use along the way, making any further installations by them easier.