Kjelle, the Dash 8 is not an aircraft a novice can just download and fly. Reading the manual(s) is compulsory. With all due respects, it appears you haven't. But to answer your question ....... you can do it two ways. 1. Open the FMC, click on DATA / SERVICES / CANCEL. In that case you may have to turn on the APU to get power to start your engines. 2. If your engines are already running, pushing the condition levers to MAX will cause the GPU to disappear.
The problem you're having has nothing to do with GSX. That program is obviously doing its job by requesting you disconnect the GPU before pushback. If, after reading the manuals, you have any further problems with the Dash 8, may I suggest you head over to the Majestic forums. There's plenty of people there who are willing to offer advice - but only after you've done your homework first.
Regards
Bruce R