[THEBERBSTER]

Hi Brett
STEAM installs into the Program files (x86) directory by default which in its self can be problematic as it is restrictive and does not like changes being made to it.
This can cause a problem because making changes to JSGME and STEAM's involvement.
There is always of course the option of using a STEAM conversion.

Downloads have a tendency not to give you the latest version and you may have to patch your game to make it complient.

DVD's are not a problem as long as you know what you are looking for and can be picked up quite cheaply on sites like Ebay.
Unlike a download a DVD is solid matter and you actually own something you can see.
Check this out as it explains everything.
Post#58 Buying A SHIII DVD > Read This First > Important Information

Whatever you plump for remember you only need to install it once.
You only need to make a copy of the original installation, rename it, add MultuSH3 and you can play as many different version of SH3 as you want.
Peter