For the conversion script to work, you have to creat the DOEConvert file within your C:/ProgramFiles/Taldren/StarFleet Command II folder. You have to run the shell from this location (C:/Program Files/Taldren/StarFleet Command II/DOEConvert). Have you done this? The copying process follows a very specific directory path so it needs to start from its folder within the Star Fleet Command II folder.
If you installed on a drive other than C:, then just substitute that letter above.
In truth, it doesn't matter what you name the folder you create, but DOEConvert is easy to remeber. Also, once you create a shortcut that points to ToDOE, you can put the shortcut anywhere you like. Make sure you don't aciddentally make a copy (rather than a shortcut) of the ToDOE script and try to run that from your desktop.
Come back if you need help.
LATE EDIT: Now that I read again, I see that it is creating the directory properly. So I guess you have your stuff in the right spot. Sounds as if it isn't finding the Tholian models to copy.
Did you download Convert1.zip and Convert2.zip and unzip the contents of both into c:/Program Files/Taldren/Star Fleet Command II/DOEConvert?
Note that it NEEDS the ce Tholains line, as thata carries the script to the Tholians folder within your DOEConvert folder.
The Convert1.zip has the source files for the Tholians and the new Rom model for the KVL and VLV
-Herr Burt