A few things could be wrong:
wrong version- so best to get 1.96 since it takes all mission versions
wrong add ons or missing addons- lose the mission or download the add ons
not unzipped- you understand this so this isn't the problem probably
not in right folder- mp missions go in the mp missions and single player missions go in the missions folder, stay clear of your users Winslynn missions folder
the mission just doesn't plain work- not much you can do here, delete it or yell at the author
U could name and tell us where the mission came from too...