Where do you have Steam installed? Where do you have SH4 installed? Are you trying to run mods? Have you re-installed DirectX v9.0c? It comes with the Steam install, or is available from MS Downloads, or here on SubSim Downloads. As has been mentioned before, MS will overwrite and / or delete files without telling you. Some of those files are needed by older 3D games.
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"...and bollocks to the naysayer/s" - Jimbuna
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