I have been trying to install this mod:

http://www.skyrimnexus.com/downloads/file.php?id=28

to get rid of frost spiders, but it does not work, as the spiders are still there. How do I get it to install correctly?

A list of steps would be awesome. Thanks so much.

Could somebody please help me? Would be great if i could play this game already,

Extract the ZIP file and drop the meshes folder into the Skyrim\Data folder (at the end of the day your folder should look like: \steamapps\common\skyrim\Data\meshes\*)

The download contains a mesh folder. If this game is anything like Oblivion try putting that folder into steamapps/common/skyrim/data

Surely you can't get rid of a creature with just a meshes folder and no constuction kit? How do you tell the game not to create a creature by not using the kit?

You can't create or delete without CK. But you can "replace" a creature. Basically, you extract the bearmesh file, rename it to spidermesh file and game overrides its own spidermesh file with the new bearmesh file. Replacers are popular and common mods actually but here it is more like a trick.

It is all for visuals, it will have the same AI, stats with the spiders but it will look like a bear.