Are you using the SH4.EXE to start the game? As Peter says, if you right-click on the SH4.EXE, and chose "Run as administrator", that should do the trick...
Which version of windows do you have on your laptop? How about on the desktop computer?
What "folder" or "directory" do you have Silent Hunter installed in? In other words, is the game in "C:\Program Files(x86)\Ubisoft\Silent Hunter..."??
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