I suggest anyone having a Windows Operating System later than XP (the base OS that the game was designed for), and has 4 gigs or more of RAM memory, to follow the pages found here...….
Windows10; Large Address Aware; SH4 Install
No need to run the game as an "Administrator", or
NOT have the latest Windows Updates installed as they are made available...….the game runs better than ever with a Windows 10, Version 1809, OS Build 17763.316...….the latest "build" of Windows 10 as of this date!