Thanks to all cybalist members who explained the series of changes that led to IE *s- becoming <gj-> in Albanian. Though I wonder why /dz^/ (/dzh/, like English <j>) had to become a palatal plosive. I don't know of a change in this direction happening in any other language (the change of Latin /j/ to French /z^/ and Italian /dz^/ was in the opposite direction). Why not stay /dz^/ and be spelled <xh> in Albanian? But that is a futile question. Consonants change.
Andrew