I'm running XP, bought SH4 first month it was out, purchased SH4 U-Boat and have NEVER seen a blue screen. In fact the only time I think the game crashes is when I accidentally push the shift-F11 keys for a pic ( should be Ctrl-F11 ) and have to go to desk top and pick up game again.
Sorry but I'm an old putter and will stick with XP for a long time.
There is no argument here as to what everyone else has as that is his/her business.
So whatever works for you go for it.