I would recommend getting 3 and 4 as soon as you can. When you get Emergency 4 I would recommend getting the LA Mod, and there are more good mods available in the download centre. There are no mods for EM1 or 2 though.
It says that a lod of things are 'not found'. Reinstall the mod and change the things one by one and see if it has an effect the change another thing etc.
Click the windows (start) button and click all programs. Scroll down to Wizard Works or Sixteen Tons Entertainment and click it . You should see 911 FR Editor. Click the editor link. BTW to the forums.