Ok Danny
No need to run SH3 first or to move to the SH3 main directory
Make sure all your GWX files are in one folder
First off is you need to check no corrupted files with the MD5 checker
http://files.filefront.com/jsmd5cexe.../fileinfo.html
http://hosted.filefront.com/JScones/
Then if all ok just run the exe
When all is installed add these two files through the JSGME mod installer
http://rapidshare.com/files/7755672/...Hotfix.7z.html
http://files.filefront.com/Penang_Fi.../fileinfo.html
Take it one step at a time and ask if you need any help