The .zip file for the OGRE Blender Exporter? You should've extracted the zip file's contents and then placed the files into the scripts folder in your blender files. I'm sorry if I'm missing something... you're not being specific.
EDIT: I just read your edited message and I'm unsure what you're problem is. Did you download everything that was in the tutorial I sent you and placed it in the correct places? Did you extract every .zip file?