Installing GWX.
Make sure SH3 is patched to 1.4
Download all the Bin files and the Exe.
Place them all in one folder in somehere like My Documents or Desktop.
Double click on the Exe and start the install.
SH3 Commander is not part of GWX but a very worth while program to have
Find out more about Commander and what it does here.
http://www.subsim.com/radioroom/showthread.php?t=133099