Hmm, this is wierd. It appears as though the wrong file is linked to the "Virtual Sets Vassal Extension" link in the downloads section here on gamers, so that when you click the link, you download the ".vmod" file, rather than the ".mdx" file. It's the .mdx file that has the virtual set minis on it. It looks like someone must've mixed it up. I'll see what I can do.
For now, download the file from this link:
http://www.4shared.com/get/-DqwNt9P/Virtual_Sets.htmlWhen the file is downloaded, follow the installation steps described earlier in this thread (Extract the file using WinRAR, and copy/paste that file into your "SWMinis_ext" folder). Then you should be good to go when you start Vassal as normal. Please PM me if this doesn't work.