Are you using windows vista , windows 7 or the steam (downloaded) version of Morrowind ? If so there may be different steps you need to take than if using windows XP and the regular CD version of Morrowind.
Which version of the Darth Maul mod are you using ?http://planetelderscrolls.gamespy.com/View.php?view=Mods.Detail&id=8645 there are 4 variations with/without underwear hi/low rez , if we know which then we can test the mod to determine if the mod is at fault.
The warnings text provides important clues as to the cause of your problem, play the game again and post the exact message word for word as this will pinpoint where the problem is and narrows the possibilities considerably.You state
it says something about how it cant use the file
however the mod has several files , the warnings text should tell us which one is at fault and importantly , why it is at fault. Alternatively copy the contents of your warnings.txt document which is in your Morrowind folder and paste the contents here.