When I try to play this mod, it loads (as shown by the name in the top right hand corner of the screen), but all the options available to me are the typical Warlords options (with the Warlords graphics). If I choose single player, the options are the same as the normal Warlords screen as well.
Oops, seemed it was user error there. I mistakenly installed the "World_War_II_1939_1.0b" folder that held the "WW2 1939" folder in the mods folder, burying it one level deeper. Sorry!
-Shawn