I managed to install my copy without any problem, but I cant update to 1.4b. As it's been said, run everything with administrator rights. If I get to solve the patching problem anytime soon, Ill come back with the solution. If not, goodbye GWX
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EDIT: I managed to do it. You have to run the patch with admin rights after restarting the computer and then install GWX. Now I have only one thing left to do: learning to play :P (yup, I bought SHIII just now and Im playing for the first time)