I'll assume you've already run your anti-virus program, an anti-maleware program (i.e. Malewarebytes or Spybot), as well as a registry cleaner (i.e. CCleaner).
If you haven't already done so, try right-clicking on the SH3 icon, then click on "Open".
If that also fails, right-click the icon again and click on "run as administrator".
If those fail and clean installs also fail, I can only assume BdU considers you unfit to command a u-boat.
