Yes. There has to be a copy of JSGME in the main folder of the game to be modded. You'll know this has happened when you open the SH4 folder and see another folder labelled 'MODS' (and it will be in caps - I didn't do that for effect). At that point you load the mod you want to use into the MODS folder. If it's JSGME ready the mod will be in a folder that gives it a name ('Depth Charge Shake v1.03', for instance), and inside that will be a 'Data' folder with the path that puts it in its proper place.
Also WELCOME ABOARD!
