So, I switched directories to try the addon: I switch the big install directory, but I just renamed the one under "My Documents", not switching. The SH4 directory associated with the addon is "SH4_UBOAT".
So I try to start the game, and up pops a dialog box:
A required security module cannot be activated.
This program cannot be executed (5024).
Please have a look at http://www.securom.com/message.asp?m=module$c=5025 for futher, more detailed information.
And there's only an "Ok" button there.
In other words, the game won't create a new SH4 directory for me. It won't work. Now, how about the SecuROM directory under my Application Data folder?
I rename it SecuROMx, and I get the same error.
Guess what? Don't try this at home. I reset everything to run the add-on, and I still get the error.
EDIT: OK, this is all Operator Headspace Error. I started Process Explorer to test RR's thesis, and promptly forgot what the heck I was doing.