Thanks AVG & gang, really appreciate it.
I have tried at+tab`ing, no difference. And it is true that one has to set affinity each time, and I have done that.
(Rightclick sh4.exe in task manager, juicemanj, and then choose "set affinity")
This is the first time I have had problems with a game - ever - so I guess its my turn.
I have no Norton of any kind, I use Avast, and I have tried to turn it off, but no difference. (It was running when the game worked just fine last night, so I dont think thats the problem either)
I will now try to install my old Audigy and see what happens. So long, captains!!