Did you get the download from the Bonus Mods area? You can find the link in this thread:
http://www.subsim.com/radioroom/show...71&postcount=1
There should be 8 files:
GWX3.exe and GWX3-1.bin ... GWX3-7.bin.
Did you grab all the files?
That message sounds like it's looking for GWX3-7.bin.