This is the first mod I have installed, and I've heard it's messy, but really I just wanted to look at it. Anyway, when it starts loading the area, it puts up lots of windows saying I don't have a certain file and I press continue so I can keep going anyway. So I walk around (after this happening a few times) and see the markers where buildings should be, but running fine, and then another screen pops up to tell me something is missing (forget what, will have to check) and then the game shuts down.

How do I fix this?

A proper install.

Make sure all files are present. Balmora Expanded is not small, It's quite big. So installing all the files properly is mandatory.
On top of that it also contains many other mods.
It also requires Tribunal to be installed.

It also hogs a big chunk of cells around balmora and modifies them. Which mens lots of potential conflicts.#

The warnings.ini in your Morrowind folder lists all the problems for you. Post it here and lets have a looook at it!