First did you read the readme file I included with the mod?
Second are you running windows xp? (vista does wierd things with files on install and I prefer xp for numerous reason; so I'm clueless when it comes to Vista.)
Third, on the off chance you installed it somehow differently try the following:
Start your sins game, go into the mods option in the main menu click on the "show mods path" (and write it down) then you should be able to navigate there normally.
If you still can't find the application path (by default it's C:\Documents and Settings\"you user name here"\Local Settings\Application Data\Ironclad Games\Sins of a Solar Empire\Mods
If you just went straight to the appliocation data folder without going to local settings first you won't find the iron clad games folder, just a star dock folder for sins which won;t be where you want to put the mod.
One issue that can cause this is in the Local settings folder the "application Data" folder is hidden by windows by default, making it impossible to find and access.
Here's how to fix that: (in easy step by step instructions for those less pc savvy then others.)
Step #1: open up a folder. (any folder on your desktop it doesn't matter which one.)
Step #2: Up top under tools go to "Folder Options"
Step #3: Select the "view" tab near the top
Step #4: Scroll down until you see an option called "Hidden Files and Folders" Check the dot next to "Show Hidden Files and folders" then click apply and ok.
Now navigate and try to find the folder Sins told you was the mod path location.
Hope this helps, if not just send me a pm or e-mail me (my e-mail's in the readme included in the mod) and I'll see what I can do to help.