I think the guy has SHIII on HIS computer, but he can only access the internet via his friend's PC.
Blank CDs are quite cheap, havent bought any for awhile, so cant really tell how the prices are today.
Here's how you get GWX (that is, if I was right about the PC thing

), first you ask your friend to download & burn the needed files (check the link ReM posted), use a clean unmodded installation of SHIII and patch it to 1.4b and finally install the GWX + the needed updates to bring it up to date.
Welcome!