Thanks jldjs & Torpedobait for your reply's,
My rig is a Intel 2 Duo CPU E6550 @ 2.33 GHz with 2.0 GB of RAM. Also my video card is Geforce 8400GS with DirectX 11.0. (I loaded the DirectX 9 from the SH4, Gold Edition CD first). The OS is Window Home Premium 32-bit. When I installed the SH4, I had to get the video card in order just to start the game. I know just enough about computers not to make changes without asking a lot of questions.
If I added the 'Large Address Aware' would it help me from having game crashes? I normally don't have that many, but once a year. Thanks for suggestions Captains. I will look at the website that you sent in your post, jldjs.