Since you don't have a disk. First thing I would do is back up all SH3 files to a CD or DVD. If the files won't all fit on one disk. Put the sound folder on a second disk (as that is one of biggest)
If your installing in Vista. I suggest turning UAC off before you start. If you have Vista, you might want to check out one of the Vista threads that are about. The GWX manual is pretty thorough and has all the install info you need regarding what order to install in.
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NYGM3.2 + Tonnage War Minefield________IABLShipsRezonedFinal
Hitman Optics & Compass_______________Thomsen's Sound Mod v3
100% Realism DID + No God's Eye View____SH3 Commander Crew Rotation

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