In my experience SH2 installs fine on Win XP Pro, running on SP3, and also two different graphics cards, an ATI Radeon nnn XT and a NVIDIA.

It also ran PA on top of SH2. This was running through a windows shortcut and installed through windows, not any command prompt. I did install the SH2 patch and Project Messerwetzer.

That computer died and I now have Win 7 and like they said up there, it installed normally if not in Program files. No trouble with add-ons.

My older monitor is 4x3 though which may make a difference. For these games I use 1024x768.

Happy Hunting!

Art

I don't think the person intended to be rude - they appeared frustrated to me more than anything else....
Edit: Ah, just re-read, they said Vegas which could mean many things. I think they were just frustrated and wanted to play SH2.