Hello. I'm running SHIII with GWX 3.0 on vista and have no problems. It installed to the default path: Program files/Ubisoft/SilentHunterIII. It also installs a folder in Documents called SH3 that has your careers and gameplay settings.
After you un-install SHIII you have to go in and delete the Ubisoft folder as well as the one in documents.
I would say, install SHIII and GWX. After you do, you'll have two icons for SHIII. One regular and one for the GWX mod. Drag the regular one to the recycle bin and use the GWX.
In vista, when you click on an icon, such as, SHIII, JSGME, or SH3Commander, you have to right click and select 'Run as Administrator'.
I don't know if this will help because I don't know your entire problem. One thing for sure, it can't hurt.
Hope you get things worked out.