You can play the game fine while it is in the default install folder in Program Files (with or without (x86)). It's just that when JSGME, or you yourself, need to modify files that are stored somewhere in the Program Files folder, Windows UAC (user account control) needs consent from an administrative user account. (JSGME didn't need to run as an administrator at some previous versions)
Depending on if and how you set up the UAC settings, this may not apply to you. But in default Windows behaviour, even administator accounts (basically the first account created when Windows was installed) need to acknowledge a warning to allow those modifications to files. If your user account is of a generic user type, the UAC blocking window comes up, and if acknowledgement takes too long (like with the game running full screen) the action is denied. In some situations the changes do not even stick, and are only temporary until a reboot of the system. And then people wonder why their mods aren't working anymore.
http://en.wikipedia.org/wiki/User_Account_Control
To prevent future hassle with modding, the easiest solution is to just install the game elsewhere from the beginning, where Windows doesn't care what happens to the files.
C:\games\whatevergame is a good place.
Not sure what expansions you are talking about. Windows 8 retail, or some sort of SH3 retail expansion (of which I don't know one).
Or does it perhaps contain "Seawolves" in the title. If so then this is a hot loaded topic (robbed mods):
http://www.ign.com/boards/threads/si...ack.126640280/