[Dogfish40]

Welcome Aboard Simpson,
Along with the fine advice from Gap, I would add that even after playing SH3-4-5 for quite some time, we all sometimes need to ask the same question. I went to Sober's mod list for a sort of model to start by.
http://www.subsim.com/radioroom/showthread.php?t=192374
Even if most of your mods are differant, you can still get a good idea of how to set up the mods in some kind of order. Sometimes certain mods need to be placed in front or behind others (there is usually some kind of specific warning in the documentation of a mod about this) so you will want to place environment mods together, then sound mods together ect...
Sober's list will give you hints about this just by giving it a look. There is another thread about mod lists as well in the Mods Workshop forum;
http://www.subsim.com/radioroom/showthread.php?t=173193
There you can pick up even more info about mod list/loadouts.
Like the gap said, be very careful to read the documentation as a lot of these mods have a master folder containing several differing versions of the mod or several add-on mods that go with the one you wanted.
Have a blast
D40