Hello and welcome
JSGME stands for JoneSoft Generic Mod Enabler which, as the name suggests, is a modmanager/installer. (You REALLY want to use it!!)
Read this thread for all you need to know about it:
http://www.subsim.com/radioroom/showthread.php?t=173324
NOTE: The download link on top of the first page in that thread doesn't work, but you can get JSGME from this site:
http://www.users.on.net/~jscones/software/products-jsgme.html