Installation questions
 

There are some options available installing thsi game. I'm wondering what's necessary and what can be safely left uninstalled, I'm running Win 10 and I'm assuming the OS is reasonably up to date:

DX 9.0c - my PC has DX11. Do I need to install this?
Gameshadow - I'm assuming this is now obsolete and not essential the game
Acrobat Reader 6.0.1 - Obsolete, can be safely ignored is my guess.
Windows Media 9 codecs - no idea if this is needed.

Any advice? Thanks.

Edit
I installed without Gameshadow nor Acrobat, but installed DX9 and codecs. Spun her up and the game works! :D

You did it the correct way. Even though Win10 has the latest-greatest DirectX, it does not have all the files that are in DirectX 9.0C nor the Codec stuff, which are needed by SH4. All that the installation does is "supplement" what's already there, even though it goes through the whole "install" routine.