Usually speaking, with v1.5 for a fact, and I can't remember v1.4, but this was broken in one or two of the illustrious "updates" that Ubisoft came out with, was a message box that pops up when you get within range, like razark mentions, and it asks you if you want to re-arm, re-fuel or dock (if a home port). So, let's have you do this:
1. Navigate to your game install directory, and find the SH4.exe file. If you have the extensions hidden, there is an SH4.ico file also, so choose the 1st one listed.
2. Right-click on the file, and go to the bottom of the resulting "context menu" that pops-up, and left-click on "Properties.
3. On that little Window, click on the "Details" tab.
5. About the middle of the "SH4.exe Properties" dialog will by the "Product version", which is just above the highlighted "Copyright" in my picture below:
Let us know what yours has there, please.
Also, is your game a disk version, or did you purchase a downloaded version? What directory is the game installed in?