Welcome back!
Follow Brag's directions and you'll do fine.
Remember you need to install GWX over a clean, unmodded installation of SH3 v1.4.
Also after you download all the GWX files, make sure the GWX3.exe file actually has the .exe extension. For a while there was a problem with FF downloads where the extension was left off the download somehow. If this happens just rename the file to add the .exe extension before double-clicking it to start the GWX installation.