For the first chapter of the Aielund Sage, download the Aielund HAK pack and then the HAK packs for CEP.. The CEP link given is for CEP 2.1, which is fine, though not the newest version. There are many links on that page, though, if you haven't installed parts of the package (not sure why you would have, at this point) then the 2.1 Windows download is the link for CEP21_Full_c.exe.
But, for my purposes, I would download the latest CEP which is CEP 2.4 (which should be backward compatible with any CEP used with the Aielund Saga). It is at http://nwvault.ign.c....Detail&id=7849 and I would download the CEP_24_a.rar file and then follow the instructions for players, which are essentially: Put all of the HAK files in the NWN hak folder and put the TLK files in the NWN tlk folder.