I had the same problem after putting in a new ATI graphics card.
I'd try to start the game and the computer would reboot. I tried a uninstall/reinstall. Still didn't work.
I then noticed that if I tried to change the screen resolution on the computer(without the game running) it would reboot.
I downloaded an updated driver from ATI and everything has worked fine.
It seems that SH3 runs at a different resolution than the card was set at and when the game tried to start at whatever the resolution is set at, the graphics card would wig out and my computer would reboot.
Just a thought.