Easiest way is to download what files you want, bare minimum the nude mod itself and the cracked checksum file, then if they are compressed uncompress them with something like 7zip. Once you have the files uncompressed simply copy both files then go to where your game files are installed in. In my case C:\Program Files (x86)\SEGA\PHANTASYSTARONLINE2\pso2_bin\data\win32 and paste them. Now its also important to take the files you are about to copy over and move them somewhere else. You can simply copy over them if you want, but if you don't and you for some reason want to go back to previous unmodded stuff you will have to do a file verification and download the files from sega....which take for-freaking-ever.
One other note about the mods. The checksum file needs to be installed before you boot up PSO2 otherwise you will get gray basic models for characters. Other mod files can be added while you play the game, only requiring some way to cause a load so it checks the file again.