(XP)C:\Documents and Settings\YOUR_PROFILE\Local Settings\Application Data\Activision\CoDWaW\mods\ (vista)C:\Users\YOUR_PROFILE\AppData\Local\Activision\CoDWaW\mods\
**Yes all the files go inside mods\nazi_zombie_mns, even the map** Launch CoDWaW.exe, go to Mods and launch "nazi_zombie_mns". You MUST launch the mod to play the map, there is no way around this. Create a lobby and invite your friends who already have the mod. There is no HTTP Redirect or downloading off the host in Co-op. Change the server to Nazi zombie Mode and it'll be listed on map list.
SOLO Playing: If you wish to play alone then open console
(~) and type "/map nazi_zombie_mns". The number of zombies increases with more players so solo play is feasible.