Ah!, it seems like you’ve unpacked the module Eylau_v_1_1.vmod and are trying to open the embedded save file Davout's Attack update 1.vsav.
What you need to do, is to locate the module file Eylau_v_1_1.vmod in your Desktop folder, and then double-click it to open it in Vassal.
If that fails, and instead unpacks the module or shows the content of the module file, then you should right-click the file Eylau_v_1_1.vmod and select Open with… and find and select the Vassal application. If prompted, you should let Windows associate .vmod files with the Vassal application.
If you cannot find the Eylau_v_1_1.vmod file - but you instead have a folder named like that, then you should remove that folder and re-download the module from the module library.
BTW, you do know you can select (highlight) text in an error dialog - like then one in your screenshot - press Ctrl-C to copy it, and then paste it into a message with Ctrl-V.
You may want to take a look at Joel Toppen’s VASSAL tutorial video - not so much about loading modules as how to use Vassal. This video may also be helpful.
An old video is this one - mostly for the historically minded 
We should probably make a separate Documentation page with a bunch of videos in it to help people getting up and running with Vassal.
Yours,
Christian