Sigh.
The GWX installer will pop that error message if NOT pointed to a proper SH3 install.
It does not care if it's Steam, patched, or a non-Starforce version.
Point it at an empty folder and you get that message!
A new installer that will fix the issues is being done right now.
The new installer will also include an uninstall option.
No more complete reinstall of SH3 should be needed then.
Your Welcome.