Just installed a new madCollection. After restarting Delphi, and loading my working project containing a homemade component that requires some mad-units, Delphi says it can't load the package. After opening and recompiling the package everything was fine.
Actually, it seems the problem was related to madShell_.bpl was not in the system path. I copied all mad*_.blp to delphi\bin directory, and the problem was solved.
Strange... Normally such problems occur if you copy mad* units and packages to other folders and recompile them. If you just use the default installation and the precompiled stuff, such problems shouldn't occur. At least that's my experience.