It's best to install the Generic Mod Enabler (JSGME) straight after installing SH3. It will work with any version of SH3.
SH3Cmdr can be installed at anytime because it is not installed into SH3. It only interacts with SH3 when you run it and press the "Launch SH3!" button.
HOWEVER, SH3Cmdr is only supported on SH3 v1.4b. This doesn't mean that it won't work with any earlier SH3 version, it's just untested. Indeed, IIRC it doesn't include changes that would/should cause problems with earlier versions of SH3, but I'm not 100% sure.
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