Hi Tommy,
Welcome to Shrapnel. SP has a lot of versions and that can be confusing. You may want to read this article to help clear the fog a little:
http://en.wikipedia.org/wiki/Steel_Panthers
If you do have the SPWAW that's great, but I also recommend you download (for free at this site) winSPWW2, found here:
http://www.shrapnelgames.com/SPCamo/wSPww2/6.htm
I think, as do many others that this is the best version of SP ever released. Many people have several of the available versions on their PCs. Currently the three main versions are winSPWW2, winSPMBT (a modern warfare version of winSPWW2) and SPWAW. SPWAW also has some offspring versions like "H2H" (head to head) and 'Enhanced'.
With scenarios, just make sure you download WAW scenarios for SPWAW, and SPWW2 scenarios for SPWW2.
I would also recommend the Blitz wargaming club for a great place to meet other players (of all versions) and find opponents to play against via email. Found here:
http://www.theblitz.org/message_boar...lay.php?fid=14
Hope this helps
Cheers