If you have downloaded a *.BBLX module, for e-Sword for the PC, after the module has downloaded, please browse to the file, and edit the filename, to change the file type from all captal letters, such as ".BBLX" to ".bblx". Then the Bible Support Module Installer utility designed by Josh Bond, will work. Then, when you then select the downloaded module, the module installer will help you to copy that module to the directory folder in which you have assigned the e-Sword Resorces Location to be saved. That utility as at version 0.6 refuses to process the modules that have the file type in all capital letters.
Also check that you selected the Panin module download for the entry for e-Sword, and not the module for mysword which is not designed to work with e-Sword. The module with the file type *.bbli is the preferred module to download, because the characters are coded in HTML format.
