Ok, I had the EXACT same problem, but I just figured out how to do it!
Here is what you do
Go to to the search button and type in "Application Data", after a few seconds, your computer should find a few "App data" files. Click on the one that matches your path( C:/Documents and settingds/"Username"/local settings/application data), then go to Ironclad games then SoaSE (Mine was spelled fully, Sins of a Solar Empire)/mods
And there you go! I created a shortcut onto my desktop so I could easily download mods into the file.
PS. MAKE SURE YOU EXTRACT THE FILES! If you just download the files and place them in your "Mod" file, they won't appear on the list in the game, this was something that frustrated me for the longest time because the mods wouldnt appear in the game, even though they were in the file! You should be able to extract the files by right-clicking on them then selecting "Extract Files". After you extract them, the file should look like a normal file, and not one with a zipper on it.
I hope this helps you!