Yeah, you've got to use Objaction Mover to convert the .pcf seedfile.

Did you find the "how to install Azura" file at Morphworld? It's coming to back to me that maybe you get a no-file-found when you try to download those instructions. If so, go back and get the "how to install Eve" file instead -- it will tell you what you need to know about decoding the .pcf.
(Objaction Mover can be downloaded free here at 'rosity. Don't worry, everything should work, you just skipped a step.)

Bill