Yeah. ^^
What's the filename(s)? Including extension(s), that is? Are they .7z files, or .omod files, that you "click on"? Or are they .exe files... or something else?
edit: Or are they 7-zipped omod files - like, a .omod within a .7z archive? If so, try right-clicking the .7z archive, choosing "extract here" or whatever, then double-clicking on the .omod that is extracted... :shrug: Oh, and if they're just .omod files (which I think they might be, come to think of it), try double-clicking on them, and if necessary telling Windows to use "Oblivion Mod Manager" to open such files in future (as well as right now). Otherwise, with .omod files, simply start up Oblivion Mod Manager (or the Extended version; whichever), click "Load", navigate to where the .omod file in question is, and select it. It will then appear on the list of OMODs available to install. Double-click it to install, regardless of whether it's currently green or red. It should turn blue, once installation is complete. And done!