Here it was. You can read the thread, but it seems it's a DX issue and running the DX from the disc usually fixes it for people. If that doesn't do it, you can delete the starting intro.
SH4 requires DirectX 9, if you have DirectX 10 that is fine ,but you need 9 also.
Are you video and sound drivers up to date?
Make sure your SH4 game start shortcut points to sh4.exe and not gu.exe. This is a major problem for Vista users. Probably not the problem, but something you should do.
Lastly, could be a corrupt mod problem, would delete it and try another DL. Happened to me a few times.
http://forums.ubi.com/eve/forums/a/t...345#7071086345