When i Downloaded TR, it came with a file called "tr_data.bsa". but it doesnt tell me where to put it, where does it go?

Extract TR_Data.bsa, TR_Data.esm, TR_Map1.esm, and TR_Map2.esm to the \Data Files\ directory.

You will need to use the BSAreg utility.
Simply run the executable and select TR_Data to be registered.
You may also register the BSA file manually if you prefer. To do so simply open
the Morrowind.ini file present in your Morrowind directory and add this line to
the [Archives] section:
Archive X=TR_Data.bsa
Where X is the next available number. If you do not have installed other mods that have BSA files, you should see this:
[Archives]
Archive 0=Tribunal.bsa
Archive 1=Bloodmoon.bsa
Archive 2=TR_Data.bsa
(Morrowind.bsa is automatically loaded by the engine regardless of what is or isn't in the [Archive] section, so it is normal if it is not listed.)

Are you using the "Antedilivuian Secrets" release? I think thats the latest. Anyway, it's Readme says:

Extract TR_Data.bsa, TR_Data.esm, TR_Map1.esm, and TR_Map2.esm to the \Data Files\ directory.

You will need to use the BSAreg utility.
Simply run the executable and select TR_Data to be registered.
You may also register the BSA file manually if you prefer. To do so simply open
the Morrowind.ini file present in your Morrowind directory and add this line to
the [Archives] section:
Archive X=TR_Data.bsa
Where X is the next available number. If you do not have installed other mods that have BSA files, you should see this:
[Archives]
Archive 0=Tribunal.bsa
Archive 1=Bloodmoon.bsa
Archive 2=TR_Data.bsa
(Morrowind.bsa is automatically loaded by the engine regardless of what is or isn't in the [Archive] section, so it is normal if it is not listed.)

When i used the BSAreg it says "all bsa archives are already registered". While looking the the MW data files, i saw bloodmoon. bsa, morrowind.bsa, and trbunal.bsa. Should i just put the TR.bsa with the plugins and other master files bsa's?