Works fine for me using Vista 32 ultimate with SP1
You have to configure your d3d9.cfg in your SH3 directory where you should have installed it.
example config file info,
;
; DX9res Settings
; by Kegetys <
kegetys@dnainternet.net>
;
; Note that this config is reloaded on device reset, so you can task switch out
; of the game, change settings from this file and then return
;
[config]
; ResX: Horizontal resolution setting
; ResY: Vertical resolution setting
; useFiltering: Use linear filtering for UI elements
; enableScreenshots: Hook printscreen keypress to save TGA screenshot
resX=1680
resY=1050
useFiltering=1
enableScreenshots=1
screenshotPath=C:\Users\Wolfeman\Pictures
[gamma]
; setGamma: Override gamma ramp
; gammaRed: Red channel gamma (1.0 = normal, decrease to add brightess, increase to darken)
; gammaGreen: Green channel gamma (1.0 = normal, decrease to add brightess, increase to darken)
; gammaBlue: Blue channel gamma (1.0 = normal, decrease to add brightess, increase to darken)
setGamma=0
gammaRed=1.0
gammaGreen=1.0
gammaBlue=1.0
Red area is the resolution you need to change according to your wishes.