Install SH3 in the normal path Windows XP example:
1) C:\Program Files\Ubisoft\SilentHunterIII
2) Make a copy of SilenHunterIII and leave it in the Ubisoft directory.
3) Rename the copy of SilentHunterIII to for example GWX. Now you have:
C:\Program Files\Ubisoft\GWX
4) Copy MultiSH3.exe in the above directory.
Double click on MultiSH3.exe and in the 3 letters screen fill-in GWX.
5. Optional, delete the MultiSH3.exe. Now your C:\Program Files\Ubisoft\GWX
is patched.
Put in C:\Program Files\Ubisoft\GWX the program JSGME jsgme_setup.exe.
Double click and when you see MODS finish the setup.
Now you have C:\Program Files\Ubisoft\GWX\MODS (put in the folder MODS all your mods and supermod)
Install SH3 Commander (recommended) and a supermod like GWX, NYGM, WAC or LSH3.
Install SH3 Commander like this:
C:\Program Files\SH3 CommanderGWX
C:\Program Files\SH3 CommanderNYG
Now you have in fact three versions. Never use the original >> C:\Program Files\Ubisoft\SilentHunterIII, always make a copy of SilentHunterIII.
That's it.
Good luck!