For SW you have to go and buy it. GWX is free and it's an add-on on SH3. If you want to download it click on the link in my signature.
GWX is the next level of SH3. It's something more than a game it's an experience
If you need more info on GWX check this link to have a look at its manual
http://files.filefront.com/GWX_Manua.../fileinfo.html
Now if you want to install GWX you need:
1. A CLEAN installation of SH3 (that means no SH3 folder in the C\My Documents as well)
2. Patch up SH3 with the 1.4 patch
3. Install GWX through the GWX.exe (the self-installer)
4. Fire up the game and prepare for the experience of a lifetime