All googling told me to do was to install the games in the right order. But Steam doesn't allow you to change the order, it installs it all for you. I'm assuming they do it in the right order. I installed the Construction Set off the disk I still have in my room (because it doesn't come with the Steam version).
I tried just enabling yes to all. However the CS simply crashes when it is "done" loading everything. It works fine with just the Morrowind ESM loaded. However some of the mods I'd like to updated to the current game version require Tribunal. I don't think the game installed in the wrong order as I started a new game and went to Solstheim and there didn't seam to be any errors. Its only the Construction Set that crashes.
The CS is version 1.2.0722 Master/Plugin Version 1.20