I am willing to bet that Steam issues are caused when Steam and therefore any game acquired from Steam is located in the "program files" folder always always always put games into a separate folder it can be your main drive that is fine but not in "program files".
Hard copy or digital it really makes no difference it is the exact same data.What matters with a Vista,Windows 7 or 8 machine is where you place those files.If inside "Program files" you will have problems especially when modding.Jut make a file in your main drive and call it "games" or "SH4" if you have a hard copy.If you have Steam uninstall it and reinstall manually into a folder you have crated (outside of program files) name it "Steam" for ease.
I happen to have SH4 Gold edition from a disc but I also have many Steam games and on my PC Steam is installed in its own folder and not associated with the "Program files" folder I have never had any serious problems with Steam games or modding them.My SH4 as well it has its very own folder on my main drive.
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