Welcome aboard.
You may want to look at the "Tips & Tricks" thread located near the top of the top of the page in this section. It contains a lot of information not covered in the stock game manual (ie. to look at your incoming radio messages press the "M" key).
If you're using Vista be sure to browse the "SH3 & Vista" thread too. While your game will probably be already patched to 1.4 there is information in that thread that will help you install SH3 correctly & get you going.
Hope this helps & have fun...