[THEBERBSTER]

Hi jim
It is advised to use the LAA application Large Address Aware for SH4, there are some posts on this in my SH4 tutorial.
The game should not be installed in the Program Files (x86) directory by choice as it has restrictions which can affect your game.

Make sure your SH4.exe is set to run as an administrator as in this SH5 tutorial.
Post #417 How To Run The SH5.exe As Administrator > Pictorial

While you have a problem it is also a good opportunity to check that your gpu is setup for any SH game.
Post #8 Changing The GPU Settings > Pictorial
Peter