If you installed it into the "default" path that the DVD provides, that will cause issues in Windows. Windows "protects" certain folders, which include the "Program Files" and "Program Files (x86)" (if you have 64-bit Windows). Any changes in those folders that do not come through an "approved" Windows interface will have certain of the changed files put back to their "original" versions. If you are in one of those folders, then you should un-install SH3, and re-do the install. THEBERBSTER has a posting
http://www.subsim.com/radioroom/showthread.php?p=2202382#post2202382 that I've seen him recommend to SH3 users, though I'm not sure how important that is. I've not had to re-do my SH3 Steam install (yet - knock on wood). Make your own folder, like "Games", that you install your SH3 to, so that Windows wont' mess with it. Once you get that finished, consult CapnScurvy's thread
Windows10; Large Address Aware; SH4 Install, which can be applied to Windows 8 and SH3 with just a few "tweaks" to the info... That little applet will allow SH3.exe to use more RAM, which really helps with a lot of the larger mods...