THE FOLLOWING IS FOR WIN XP,BUT SHOULD BE QUITE SIMILAR FOR VISTA
As you mentioned do a check in your task manager,and make sure there are no processes running that sound like they may belong to SH3.
Failing that,press the windows key and 'F' at the same time,and search for files such as 'SH3' 'Ubisoft' and see what it brings up,and delete everything.
Next,press both windows key and 'R' to open up the registry editor,at the top of the screen press 'Edit' then 'Find' , again do searches for 'SH3' and 'Ubisoft' , remove everything , UNLESS of course you have other games on your PC made by Ubisoft!
Finally,remove all traces of Temp files from your PC,which will also improve your system performance even if there are no references to SH3.
To do this-
Start/right click My Computer/Explore/C/Documents and Settings/click the folder linked to your account/Local Settings/Temp
Delete everything in the Temp folder.
Next-
Start/right click My Computer/Explore/Local Disk/Windows/Temp
Again,remove everything in the Temp folder.
These last 2 actions will remove all traces left behind from previous installations you may have done recently.
NOTE:
In order to view a lot of files such as some Temp and system files,you will need to configure your searches to search for hidden files that your operating system is trying to protect.To do this-
Start/My Computer/Tools/Folder Options/View/scroll down to hidden files and folders/put a check box in 'Show hidden files and folders'.
You will then be able to view hidden,or protected files.
Failing that,then it may be a bad copy of SH3
