Depending on the version you bought from Amazon, you need the 1.4 patch. It may allready be patched up to that. But GWX 3 expects that specific version, whether you want to play multiplayer or not. So, installing a fresh new game, patching to 1.4, and installing the GWX mod is enough to play GWX. If you also want to install SH3 Commander then you need to add a config files pack to SH3 Commander:
http://www.subsim.com/radioroom/down...o=file&id=1421
It does nothing with the SH3 game folder, but it adds/changes files in the SH3 Commander folder to keep the compatibility.
Oh yeah, if you have Windows Vista or 7, don't install them in the default folder in Program Files. Specify a folder path by yourself that is outside of that. (Also not in the documents folder as some people attempt)