rookie question regarding mods and playing them

I recently got into downloading and using mods from sites like this, but I have one big question that still gets me at the moment.
Is it possible to play several mods at one time? Meaning, because some mods that I enjoy (combat stack, nuke mod, etc. while playing in x user's wwII scenario) require me to "load a mod' individually and separately, it just seems like I can't change several things at once. Maybe my explanation is a bit rough;;...does anyone else know what I'm talking about?

 

No, you cannot play multiple mods at once. Some modders have taken to "merging" mods but the process ranges from difficult to impossible depending ont he mods in question.

 

well, if they were small mini-mods that only change a civilization or something you could, and it wouldn't be too difficult. But general rule of thumb is what Kael said.