That is the way the Silent Hunter series works. They are old DirectX v9.0c games, and have to be re-started for certain changes to take effect. Most of the game runs off of the Save folder. Be sure and empty your Save folder ("C:\Users \UserName \Documents \SH4" by default), else you will mix what you were running before with what you have now, and end up with "mod soup" of the bad kind...