I've just installed the Morrowind Overhaul, and had done everything for http://elder-scrolls.alteredgamer.com/tes-3-morrowind/118565-installing-and-customizing-your-morrowind-overhaul-kit/ guide, exactly how it said to do it.
But when I try to launch Morrowind, this error message pops up: Error: "MGE is not configured. Please run MGEgui to configure it before launching."
So I found MGEgui and tried to launch it, but every it quits responding immediately.
Can anyone help me?

Try removing the .dll files from the Morrowind folder to disable MGE, run MW once, and putting the .dlls back. If you haven't run this installation before, MGE will have problems.

Ironically this is the same problem I was just having. I will be back to tell you if your suggestion has helped.

This sadly did not work for me.

Why do you use some other guides than the official one included in the pack?
Please MAKE SURE that you installed all the prerequisites (.NETs, Visual C++, DirectX (lastest version!).
Then open the Morrowind Launcher, change the graphics options (such as the resolution), confirm with Ok, exit the launcher and try to launch MGE.