Don't forget that you can install GW using the mod enabler
http://www.users.on.net/~jscones/software/products.html
That way if you don't like it (!!!!!!!!!) you can always go back and play SH3 without having to uninstall the whole game. Also try to add SH3 Commander (it's in the same link above). It allows you to handle your career and crew throughout the war.
Before you do anything make sure you read carefully the Readme files and the FAQ as they answer almost every question you might have. If you still have problems just post them in SubSim and we'll be happy to help in any way we can.