So I've just got the game back...
 

Yep, after years of not playing SH3, I have finally got it back.

I do not remember how to start modding the game again. Could someone help me? I know I need JSGME.

If you've played it before, with mods, there's no need to advise playing it stock for a bit. My advice would be to pick a supermod and install it. GWX has its own self-installer. The others can use JSGME. After that you can use JSGME to install whatever mods you want, or you can use it to try out new ones. There are a lot of new ones.

I'd suggest taking your time and asking specific questions about each mod and about using JSGME. Everyone is always glad to help.