I've downloaded both MP3 to MO3 and OGG to MO3 neither program will open.
There is only one program, MO3 encoder, it comes in two versions: mo3.exe (GUI) and mo3enc.exe (commandline). If you open a commandline program from Explorer, a window will pop up and disappear. As MP3 (LAME.exe) and Ogg Vorbis (oggenc.exe) encoders are commandline tools, just like mo3enc.exe, you won't get them working by doubleclicking.
You need to place
mo3.exe,
bass.dll,
lame.exe and
oggenc.exe in the same directory to have the MO3 encoder work fully. You don't have to run the encoders seperately, the MO3 encoder will do that for you. Once the files are all together, open the GUI and configure the encoders, then you can compress your modules. The commandline version can do exactly the same, but you'll have to do everything from the commandline, so get familiar with the GUI first.