no, under windows would be c:\windows\systems shock2 (I have no idea what kind of crazy would one need to be to install games there, but I have been in this business for long enough to know that the resourcefulness of the average Joe the Gamer should never be underestimated, so anyway, installing pretty much anything under c:\windows is a bad idea).
currently, the easiest and safest way of installing (multiple) mods is to get the
blue mod manager, run it once so the DMM folder will be created, extract each mod you want to use into its own respective folder, and move the folders to the DMM folder, run the manager, activate the mods, run the game (picture guide included in the linked topic). unless you have messed up the mod extraction in some horrible way, this should always work fine.
also, gamesys mods like ADaoB should have the lowest priority, with the eyecandy mods sitting on top with the highest.