Easy one first, use the GWX Skin Pack (164mb) and extract the contents into the date folder inside SH3Cmdr's program folder. They are not the same thing, the SH3Commander Skin Pack was originally designed with SH3 1.4b in mind whereas the GWX Skin Pack is vastly improved and is actually (when used with Commander) date based. This means you will get historically accurate skins for all vessels on the correct date/year. GWX Skins can be found on the first page of this thread.
Next, to use SH3Cmdr correctly with GWX 1.03 you need the 1.02+ cfg files, you can find them here -
http://www.megaupload.com/?d=LHFF2G41 Extract the archive and copy the contents into the cfg folder inside SH3Cmdr's program folder.