Admiral Lutjens, after you activate Fall of the Rising Sun Ultimate with JSGME, what does your "E:\Steam \SteamApps \Common \Silent Hunter Wolves of the Pacific\" folder look like? You should see "Data, Extras, MODS, RegistrationReminder, Resources, Support" folders, plus a bunch of files.
Also, which of the Silent Hunters are you trying to mod? If you open the "Data" folder under the game folder, at the bottom of the list of folders inside of "Data", is there a "UPCDataGE" folder? In other words, be certain of which version you are applying the mod to, and which one you are starting. The Steam menu may not help you much there. I don't know. I have no idea what it would show for the Uboat missions add-on version. Be sure you're not trying to mod the "plain" v1.3 of the game...
Actually, what are all of the "Silent Hunter..." folders you have under the "Steam \SteamApps \common" folder??