For those that do not, extract the mod to the ..\DeusEx program file, making sure that files are arranged as follows:

.U .INI .INT files go in Deus Ex\System
.UTX files go in Deus Ex\Textures
.UMX files go in Deus Ex\Music
.UAX files go in Deus Ex\Sounds
.DX files go in Deus Ex\Maps

Then use the DeusEXML Mod Loader (alt download: Moddb) to start the mission.

A few mods do not work with DeusEXML, for these start a new game (the training mission is good for this) and type t ("talk" in your key bindings). A prompt will appear at the bottom of the screen with "Say:" in front of it, delete "Say:" and type "open [map name].dx". The mod will then start.