Nevermind, I figured out how to get New Threat, but I have another question. I'm only using a few mods but the walking on the field and the transitions in the Menu are lagging, what Mod could be causing it. I have the following Mods activated:
Battle Models - Weapons
Field Models - Objects
Battle Models - Characters
Battle Models - Enemies
Battle Textures
Field Textures - yarLson
Gameplay - Difficulty and Story
Gameplay - Tweaks and Cheats
Menu - Avatars and Backdrops
World Models - Vehicles
World Textures