RW, I believe it could be you GFX card causing that, or the drivers{not sure tho as I don't mess around changing drivers}. Others using the 9200s have had the same problems. There's just too much going on with the burning ships for the card to handle it. If you could find a friend that would let you borrow a 97 or 9800 card you'd see the difference. I was told at CompUSA by a tech that 9200s are iffy for gaming... and that it also depends on the game and how intensive the game is with graphics. SHIII is a graphics intensive game.
And another thing could be overheating issues with the 9250. Check that first then go with the above.
Hopefully your 9250 has a fan on the heatsink. If not find a way to cool it. One is to open the sidecase door and put a fan to bloow air on your card. Run SHIII and see if you can get the same thing to happen again. If not then you'll have a better idea it's a cooling issue.
These days tho you can upgrade to a 9800 or another card with less cost than when you got your 9250. Prices are coming down faster these days. Check here for some good prices.... pricewatch.com/video%5Fcards/
Or go with what Marriot says.