ahhh the old uncontrollable dive problem
its a stock issue.
rule number one when it comes to SH3 is...
...everyone say it together now "Dont save your game if your submerged."
also consider the following
dont save the game if you are within 50 KM of land
dont save the game if you are within visual range of a ship
dont save the game if you are within 50 KM of any port
the only time you should ever save is while on the surface and near NOTHING but open water.
i enourage you to review page 12 of the GWX manual

.
RTFM! and happy hunting