OK now I understand your problem.
It is better to use JSGME as it doesn't alter the game files. That way if you don't like the mods you install you disable them and you can continue your game without having to uninstall it. Have a look at this tutorial
http://forums.totalwar.org/vb/showthread.php?p=1009484
It's for Rome Total Realism but it doesn't really matter. It's the same principle.
For the mod you're talking about JSGME probably won't handle it so you better back up the original file and then use it.
My suggestion would be though to uninstall SH3/GW, reinstall SH3 patch it to 1.4 and then install GW via JSGME. Trust me it would save you a lot of trouble with mods. If you need more detailed help let me know