Instructions
Navigate to your "World at War" folder. By default, it is located in the following Windows Vista/7 path: C:\Users\PROFILENAME\AppData\Local\Activision\CoDWaW\
Create a "mods" folder if one does not already exist. Right-click an empty space in the folder and select "Folder" within "New."
Download your desired mod for Zombies from any "Call of Duty" mod website. Select your "mods" folder as your download destination.
Load "Call of Duty: World at War" to the main menu. Select "Mods."
Click the mod you just added from the list, followed by "Launch."