Download VirtualBox (it's free) either from virtualbox.org or Oracle. It lets you run an entire operating system as a program within your system.
Get a legal Windows disc and 'install' to a new virtualbox machine.
You can now run that Windows Virtualbox machine as a program, and install SH3 and your mods within it, without affecting your normal machine in any way. Also, if you break anything in the VirtualBox machine, you can revert to a snapshot of the system as it was before you broke it. That is, you can 'snapshot' the machine, run and test what you want, then close the machine and revert to your saved snapshot.
Very handy for development: I use it for a 'clean' testing environment in an installation that has not got my development tools in it - to simulate an end-user's machine properly.
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