You will need a clean SH3 instal
Patched to 1.4b
Install GWX 1.0 ( Exe plus 5 bin files )
Install GWX 1.03 ( Exe )
Thats it
I recommend SH3Commander
If you do get SH3Commander then get the extra cfg files for GWX too
All available here
http://hosted.filefront.com/curlycumbers
Except SH3commander which has its own thread