Finally decided it was time for an upgrade - purchased HP Pavilion PC with Q6600 processor - all the goodies - and also a Geforce 8800 GT Alpha Dog Edition.
Also what came pre-installed on my PC? Windows Vista. I thought I would give it a try. I liked it at first. Was running very fast - some of the small changes MS made was very nice. All was good with Windows Vista UNTIL I put Mr. Geforce in the PC.
I made sure I updated all the drivers - everything was done right - but for some reason SH4 would crash to desktop. I set the graphics as high as I could get them - I thought that might be the reason - or heat. I decided to load up some other graphics-intense games. Company of Heroes - installed it - ran for about 5 minutes then dropped to desktop. Windows Vista gives me an error saying my video driver has stopped responding?? What ??
Ok one more try - I install and load up Armed Assault - very graphics intense game. Would run fine for 5 minutes - then ba boom - desktop I go.
At this point - I thought it could be defective card - or over-heating. I decided without any further investigation that it was not these things - and it might very well be Vista.
I down-graded to Windows XP - installed SH4 and all those other games. Let me say that SH4 looks absolutely beautiful with very high graphics settings - and this time the game managed to run perfectly, thanks to trusty ol Windows XP!

All the other games I couldn't run in Vista properly, i was able to run with Windows XP, all those games on ultra high graphics settings and they worked amazing.
Thats my first, and last Vista experience :-)