SH3 Commander is
not a mod. It doesn't matter if it is installed first or last. It installs to Program Files or you can put it directly in the C drive if you're running something newer than XP.
Das Boot Sound Mod only affects the sounds in the game itself, not the background music. It is also not compatible with Thomsen's Sound Mod. Running both won't cause crashes, but whichever one is installed last will cancel some sounds from the other. You can use a sound editor to listen to files from both and decide which ones you like best, then combine them to create your own sound mod.
As for Das Boot music, it is easy to take files and install them into your own Music folder. Just make sure the title matches the original, and it should work fine. I personally throw all that stuff away. I don't want to feel like I'm in a movie, and real life (mine anyway) doesn't seem to have any background music.