If you have GWX 3.0 then you also have JSGME installed as well. It's included with GWX. You should have a JSGME shortcut on your desktop. If you get SH3 Commander you'll need the GWX 3.0 files for SH3 Commander (version 1.2 courtesy of Viking Grand Dad {I think that is his name}). It's a small download & comes with an easy self installer so there's no danger of placing files in the wrong spot.
Hope this helps...