For some reason, when you download stuff at Apolyton all it says is 'attachment'. You have to rename it to 'whatever.zip'. For example, for the dragon, you could rename it to 'dragon.zip' before you download.
If that still doesn't work for you, I think S3d's Alien Legacy mod also uses BlueO's Mecha Dragon unit. Alien Legacy can be downloaded from the Completed Mods forum here at civfanatics.