Can't say I'm at all familiar with the Steam download, but from what I'm read from other posts about the Steam download the version of SH4 it is v.1.3. I would check the version of the game you have (can be found on the main screen, lower right-hand corner). If it is v.1.3 I would suggest that you update the game to at least v.1.4. The v.1.4 patch can be found
here.
This might solve your problem.