You download the actual mod (New Vegas Males) and any armor fixes that apply to you. If you have any of the pre-order packs, download the preorder fixes, you're probably going to want to download the regular armor fixes file anyway, and if you have any of the supported DLC, then download those one's, too. You install the actually body first, and then the armor fixes in any order you want.
and oh my god I am not used to the new Nexus layout.