EDIT: the message says, "Model Load Error: (file name pertaining to plugin, usually lists all files) cannot load file in (same file name) Will use the default object Marker_error.NIF. Continue running executable?" And it's not exactly a crash, you can keep playing but it replaces certain things with giant yellow exclamation points, which I assume is Marker_error.
Then you have installed the mods incorrectly.
The esp cannot find the meshes it needs from your Data Files folder.
The pinned threads has a http://www.gamesas.com/index.php?/topic/106063-morrowind-mods-faq/page__p__1772866#entry1772866.
Also check the 'ReadMe' file for any special instructions... but the pinned thread info is the most clear and concise.
And if you're on Vista or WIn7, make sure you http://www.gamesas.com/index.php?/topic/781497-vistawindows-7-problems/page__view__findpost__p__11352753. (this will prevent many problems)