Once BLCMM is running, that screen will be avialable again with even more options, at Tools -> Setup game files for mods. When BLCMM starts for the first time, it will give you a window with the option to hex-edit your game executable (which will allow mods to be run), and set a hotkey with which to open the console (so that you can actually execute the patches). If you don't want to use BLCMM, or install Java, though, this page should detail the steps needed to do this all by hand. You'll want to be using BLCMM to manage your mods anyway, so we would highly recommend just using that.
For 99% of people, BLCMM will do just about everything detailed on this page, and it's all you need to install in order to start using BL2/TPS mods. (/BLCM/BLCMods/wiki/Borderlands Community Mod Manager) is the latest community tool to manage mods and enable these features. This page details the steps necessary to hex-edit your Borderlands 2/TPS game to allow mods, and enable the console so that you can actually execute them.
