Hi and welcome to subsim!
First do not install in program files...create new folder directly in your C/ or D/ and install in this one...
In SH3 exe properties, run as admin and Win7 compatibility (assuming you have WIN10) And uncheck the read only box!
Then download and install the 4GB patch In main game folder, and run it to patch your SH3.exe.
Should be enough to run vanilla!
But if you have 1920X1080 resolution screen, you will need to download and install JSGME, to be able to apply a mod called ARB Wide GUI (a gui for 1920X1080)
