I believe you're attempting to either use these wads without any other ones, what wont work unfortunately, or you got them in the wrong order when selecting multiple wads in a launcher program (though server hosting/joining programs can launch singleplayer games too.
If you're using a launcher, try putting the wads in a order like this:
(http://img585.imageshack.us/img585/5530/howtoyureibattle.png) (http://img585.imageshack.us/i/howtoyureibattle.png/)
If you arent trying to launch any of these files through a launcher(aka a program like shown above), and are just dragging files to Skulltag.exe, try doing what i've shown in these images.
1: Put the files in order from top to botton, GVHv3b1 first (because it holds all GVH data).
(http://img163.imageshack.us/img163/1785/howtoloadmultiplestfile.png) (http://img163.imageshack.us/i/howtoloadmultiplestfile.png/)
2: Drag them onto Skulltag.exe, it should guaranteed work with Doom, no idea if Plutonia (probaly not) has the textures or other resources to make it look half-decent.
(http://img846.imageshack.us/img846/1785/howtoloadmultiplestfile.png) (http://img846.imageshack.us/i/howtoloadmultiplestfile.png/)
It translates too "+ Open with Skulltag"
Repeat this process for any other combination of wads, though some wads/pk3's actually cant work together while some cannot work without other wads.
You should do the same for ghoul/human campaigns with the files for these, if you're still getting errors i truly dont know what to advice, because the errors you described normally come from a lack of files or putting them in the wrong order.
You sure you did it correctly? It works perfectly fine here. Just be sure to select them in the right order, and drag them all at the same time onto Skulltag.exe, you can even open the same map in another window and scroll that one till you find Skulltag.exe, saving some time to scroll all the way up or down on the first window.
But if that somehow doesnt work, hmm... Do you have Doomseeker? Considering most MM8BDM users should have it wether they can or cannot use it, i might as well show how you can do it in Doomseeker.
1: Open Doomseeker and then open the Create Server menu.
(http://img857.imageshack.us/img857/2585/doomseekerimg1.png) (http://img857.imageshack.us/i/doomseekerimg1.png/)
2: Setup something like say, how Yurei Battle is set in this image, you probaly dont need to set anything significant if you're playing the human/ghoul campaigns, while in-game just open the menu and pick New Game and pick the ghoul/human campaign. If you are trying to run Yurei battle try these settings. If you're not sure what the campaigns are i recall they're Human's last stand and Eternal War (ghouls) or something?
Edit: Be sure to put the files in the right order, even in a program like Doomseeker. :P
(http://img5.imageshack.us/img5/7126/doomseekerimg2.png) (http://img5.imageshack.us/i/doomseekerimg2.png/)
3: Be sure, when doing something like Yurei Battle, to set the right options. Only these aside the image above are quite important, though you can check out the DMflags, DMflags2, and compat. flags pages in case the wads need them. Oh and the maxlives setting can be whatever you want, normally its 0, its how many times you can die before its game over, though just be sure to not set it in nightmare difficulty, dont want the monsters to respawn, eh? (As they normally should on Nightmare)
(http://img576.imageshack.us/img576/8343/doomseekerimg3.png) (http://img576.imageshack.us/i/doomseekerimg3.png/)
And now im running out of idea's, if you're still having problems i suggest you keep messing around with selecting all the files and dragging them onto Skulltag.exe.
Ok... Only other creative option i know is to join that server, then open the main menu and choose Multiplayer.
(http://img692.imageshack.us/img692/6136/stskirmish1.png) (http://img692.imageshack.us/i/stskirmish1.png/)
Then pick offline skirmish and...
(http://img163.imageshack.us/img163/1894/stskirmish3.png) (http://img163.imageshack.us/i/stskirmish3.png/)
Proceed to set up the stuff like the map (use GVHFIN - Flames of the spire), and set it to survival, oh, and what you've set sv_maxlives to (the amount of times you can die in survival, etc, before its game over) might carry over to Skirmish too. If you want to change the max amount of lives mid-game (though it may not take effect till you either win/lose or forcefully reset the map to GVH), just type in sv_maxlives in the console with a number after it, the number is the amount of deaths allowed, kind of.
(http://img192.imageshack.us/img192/9466/stskirmish2.png) (http://img192.imageshack.us/i/stskirmish2.png/)
If you've set everything right it should drop you off at the Yurei, you'll probaly die instantly, just wait till (when in survival) the timer for the round starting hits 0 and once the round starts all should work fine. If the yurei bugs up like no longer showing up anymore, reset the map. An easy way to change the map is to type: 'map GVHFIN' (does not need to be in capitals), in the console.
Oh, and to open the console, press the button left of the 1 button on your keyboard, near Q, possibily above TAB, not the 1 on the numpad. You can also go to Options on the main menu and then choose 'Go to console' on the botton of the options menu. The previous method is alot quicker though, you can also set a button to open the console on a different spot, just go to customize controls and in the Other section you'll find it on the bottom.
Well, this is the way to do it singleplayer, you can also try to play it on your server, assuming you have a server window pop up. Oh, and its alot shorter then the singleplayer thing probaly, but whatever you prefer.
(http://img215.imageshack.us/img215/8219/stserver1.png) (http://img215.imageshack.us/i/stserver1.png/)
You'll probaly notice the empty space on the bottom where you can enter text, type in there the following: 'map gvhfin', without the ' parts, and it'll go to the yurei map. You can also alter the max amount of lives by typing in sv_maxlives with a number after it in there as well, for example: 'sv_maxlives 3' will make it 3. It will probaly need a map reset in order to work so after changing max lives, use 'map gvhfin' in the server menu like said before.
Oh, if you want friends to join in on the fun, make sure your server can have people enter it by making ports available, though that is a bit of a techical thing im afraid is a bit long to explain without good reason, though there might be some topics and stuff on the forum to help out with that. Often it is a router or other similar device blocking certain ports, making servers unaccesible.
EDIT: Oh, if you're trying to run something else then Yurei Battle by hosting a server and then doing a offline skirmish, like the campaigns, all you need to do is select the campaign in New Game, it should be either Humans last stand or Endless war, or something like that. So just pick new game instead of offline skirmish in such a situation.