I can not install any mod.

You have to click the down-pointing arrow next to the file name, then choose "Open File Location"
Then just drag the file to the "Mods" folder
I have resolved the problem. I changed the program that executes the mod to besiege then to notepad and from that format i could install the mod in besiege. Thanks for all your help!
... You don't have to execute the mod. At all.

I know you say you fixed the problem, but I can't let this sit.

What you do to install the mod is, in this order:

Download it.
Find the folder you downloaded it to. (Do this by right clicking it and then clicking "show in folder" or "open folder" or something.)
Copy it.
Paste it into your Besiege mods folder.
Then you just run Besiege. Not the mod, Besiege. If the modloader was installed correctly, the mod content should be present.

I don't know what sort of modding you did before, but almost no mod ever requires you to run it. What game were you modding?