If you have more than one harddrive, set up a folder on the second hd, I call mine games. As long as you're not running in a raid configuration. This keeps your games separate from the C Drive where Windows resides. It seems to keep the games more stable. I had the same issue when I first loaded up SH4 on the new rig, which I run Vista x64 bit, but I didn't load DX9 since I already had DX10. So I unistalled the game, cleared the registry, and reloaded the game and installed DX9 then loaded up update 1.4, and TM.
Over at Shockwave Production forums under the Battle of Britain there's a thread where DX10 is missing a D3D9 file, that corrects some issues with games designed for DX9. It resolved issues I was having with SH4 and BoB II WoV.
Hope this helps!
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