Be sure to install SH3 and GWX in the C folder of your computer and not the Program Files (x86).
The Merged Campaign eats up a lot of memory. Which make sense when the game is populating both the Atlantic and Indian Oceans with boats, ships and planes. The Merged Campaign should only be used if you are transiting between Europe and Asia. I never got it to work properly until I installed the 4gig patch.
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