From the GWX websit (available by clicking on my sig)
Installation of GWX on Widows VISTA
Perform the following steps if you are installing GWX in a Windows Vista® environment, assuming you have already executed Steps 1 and 2 in the Basic Installation procedure:
1. Unistall Silent Hunter III
2. Delete the residual Silent Hunter III installation folder and all contents
3. Delete (or at least rename) your “MyDocuments\SH3” save game folder
4. Delete the “C:\Users\\AppData\Local\VirtualStore\Program Files\SilentHunterIII” folder and all its contents, if it exists.
5. Reinstall Silent Hunter III. The GWX Team recommends you install it outside of the “\Program Files” folder
6. Right-click the 1.4b patch “.exe” file and select “Run as administrator”
7. Install the patch
8. Verify you installed the patch correctly by running the game.
9. If the game fails to run, download and install the StarForce Vista update from the StarForce developers’ site:
http://www.star-force.com/support/sfdrvup.zip.
10. You can now run optional tools like SH3 Commander, JSGME, SH3Gen, etc. provided you run them as an “Administrator” after you have installed them.
The GWX team recommends reading up on the Microsoft Vista “User Account Control” and “File Virtualization” features for greater familiarity with Windows Vista system security issues that may affect Silent Hunter III.