I have not seen that message, but I do not have a Steam version of the game either. We'll have to wait for a Steam user to pop by and let you know for certain. From my ignorant point of view, it looks like you might be using the Wolves of the Pacific start, and not the U-Boat Missions version of the Steam game. If such is the case, you do need to use the version that have the U-Boat Missions, since that it the v1.5 of the game, which is a requirement for the FotRSU v1.8 to activate properly on. You also cannot be in the default Steam Library, which would be in the "C:\Program Files (x86) \Steam..." folder structure. You have to have Silent Hunter in a folder you create yourself, to avoid the Windows "protection" scheme, which prevents "unauthorized" changes, and results in Windows rolling back edits it perceives to be done on System files, such as cfg and ini files in the mods. You could try to familiarize yourself with "
Moving a Steam Installation and Games" while we wait for someone with the Steam game to stop by. You could also look in the FotRSU mod's folder itself, under the "Support" folder for various pdf files for SH4 installation and FotRSU activation, or just load the "01_FotRSU_TableOfContents.pdf" file, and it has links for most of the files there.