Rightclick the SH3.exe -> Properties -> Tab 'Details': if your version is 1.4.0.1 the game is already patched.
If you have to patch your game you'll only need the latest 1.4b patch - I guess the US version.
When did you buy your DVD? It may be without the StarForce drivers, as Ubisoft didn't want to pay for the updated SF drivers for Windows Vista and later.
The SF drivers would be visible under your device manager screen, after enabling "show hidden devices" (or similar) under 'View'
Don't install into the default path but into C:\games\ - or whatever you prefer.
Welcome aboard.
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