Hi theatreblues,
When you upgraded your copy of SH3+GWX... did you first uninstall all the old stuff
using the game DVD and then delete all remaining mod files?
GWX 3.0/Gold needs to be installed over an absolutely fresh installation of SH3 patched to version 1.4b to run correctly.
You can't just install it over the top of the older version of GWX.
If you aren't absolutely sure that you installed it correctly, try those things I've mentioned above and let us know how it goes.