Many options in the Linux kernel can be built either as loadable modules, or directly into the kernel image. This is selected during the
kernel configuration step.
In miguimon's case, the code for the CONFIG_PPP_MPPE option has been built into the kernel. (Had it been built as a module, you would have seen
CONFIG_PPP_MPPE=m).
Because this capability has been built into the kernel image, it is neither desirable nor possible to load this same code as a module. A script which tries to load it as a module will receive an error. mwalling is suggesting that the script be modified so that it does not exit if an error occurs when trying to load the module.