Ahhhh.....
When you download the Rez Fix, it will be in an archive RAR or 7z.
You need to extract it. After you have extracted it, you need to copy all the FILES (not folders) into the main SH3 Program folder, which is usually
C:\Program Files\Ubisoft\SilentHunterIII
The files to be copied are:
d3d9.cfg
d3d9.dll
SHIII.sdb
SP2 Rez fix uninstall.bat
SP2 Rez fix.bat
When they are in there, run this file:
SP2 Rez fix.bat
A black DOS CMD box should pop up and disappear.
Then open the d3d9.cfg with notepad and edit it with your Resoultion dimensions and (as I said above) with the screenshot path of c:. Now save it.
Load the game and try again.