I'm a little confused here. If you purchased a legal copy of TES3-Morrowind, you should also have the TES Construction Set. As far as I know the Construction Set is on the same disc as the main game. At least my copy installed both the game and the Construction Set.
Milt
My GOTY came with 4 CDRoms - MW, TB, BM, and CS. $20 at WalMart in an 8"x5"x1" box.
You might be able to get the GOTY on eBay or Amazon for that price.
Look for the one without the big map.
*** EDIT *** Amazon has the GOTY (CDRom) for the PC for $15.