I thought there was a 4 gig patch included inside GWX, but I don't remember where it would be (I'm not near my SH computers). If nothing else, you could download "
4Gig patch for SH3, or any one of a number of different similar utilities. The SH3.exe file has to have to "Read-only" tick box cleared on the Windows "Properties" page for the file.
Also, you mention Steam - where is your SH3 game installed? Steam defaults to the "C:\Program Files (x86)\ Steam \SteamApps \common \SH3" folder, which prevents proper mod activation due to Windows "self-protection" scheme. The SH3 game will need to be in a Steam Library folder that is not part of a Program Files or any other Windows "protected" folder. See "
Moving a Steam Installation and Games for the official skinny on that.