Also .mzp files are just renamed .zip files so you can open them in winrar, 7zip, bla bla bla... extract the files and put them where they need to go, which is normally self explanatory, scripts go into the scripts folder, UI/Icons in the UI/Icons folder.
I had the same problem. I ran 3DsMax in administrator mode by default because of the problems you can have with the xoliul shader if you don't. This has one disadvantage: you can't drag and drop stuff in your max (like obj, fbx files etc) this also includes scripts. Just run your max without administrator rights and drag…