Hi DirtyAce
JSGME is a mod installer and can be found here
http://www.users.on.net/~jscones/software/products.html under the name Generic Mod Enabler
It comes with GWX also and with it you can install some of the GWX mods that come with the download
The bonus with JSGME is you can enable a mod in seconds and if its not to your taste you can disable it just as quick
As the 2 happy campers before me said - Stick with stock SH3 till you get the hang of it
Only then upgrade to GWX
Read the GWX manual
All GWX files can be found here
http://isaf.us/gwx/
I believe the GWXsetup you refer to is a one download instead of the 5 bins and exe
You will still need the 1.03 patch
If you get SH3commander you will also need the additional cfg for GWX\SH3commander
Play the game first then worry about upgrading
As you rightly say the forum is a mine of information
Welcome aboard and enjoy your stay