Which media version of the game do you have Berserker? In other words, are you using a disk, or a download? If using a disk and you are getting a CRC error while installing, you either have dirt on the disk, or a failing reader. You could try to gently "wash" the disk with plain water, using a soft towel to pull the moisture off from the center of the disk to the outer edge - but gently. Try installing again. If you have a digital download, then there is a data error somewhere in the file. Are you getting a file name with the error message dialog?
If you are past getting the CRC error, are you also installing the DirectX v9.0c and the Windows Media Codecs for it? Those ~have~ to be installed, else the game won't run. No matter what version of DirectX you have on your computer, you need the version with the game to update the dll files to include what SH4 needs. It is an ~old~ game, and as such is not "compatible" with the newer versions of DirectX unless you put the 9c in. This does not ruin or alter the newer version of DirectX. It just adds some dll files to the current install.
When you are installing to the other drives, you want to be certain that you are not in a "Program Files" folder of any sort, as has been alluded to. It matters little if it's a C: drive or an M: drive, or whatever letter. Windows sees that "name" as a protected folder, so make certain you eliminate that portion of the path when you install... Also, do not add any mods until the game runs correctly on its own.
