A small but IMO important piece of info for anyone using the GeForce 7800 GS: use old drivers or you can't get the AA to "stick" in the game regardless of what you do! I found this out after reinstalling SH4 / RFB after a wee break, having meanwhile gotten me the most recent set of drivers from NVidia of course
I'm using v84.21 with nHancer now, and it all works magnifico again