Hi Trailgirl,
There are 4 different sets of data that you can use. If you click on the "Data set" dropdown in the MOLA shader you can see the format of the filenames that are needed. The files you downloaded have "eb" in the filename, which means they are from the "4 pixels per degree" dataset. [EDIT: the 4 pixel/degree set is not supported by the MOLA shader]
On the website you linked to you can also download the data for 16, 32, 64 and 128 pixels per degree. However, the 64 dataset is split into 4 tiles (4 .img and 4 .lbl files, 8 files in total), and the 128 dataset is split into 16 tiles (16 .img and 16 .lbl, 32 files in total). For the best reliability in TG2 you should stick to the 16 or 32 datasets, as these only use a single tile. The default setting for the MOLA shader is 64, but it's probably best to get to grips with the lower sets first.
Matt