Hi OldTrawler is your SH3 installed in Program/Files 86 if so thats what causing the problem Windows 10 protection inside Program/Files 86 SH3 does'nt like being installed there best to install SH3 on just drive C:/or make a Games Folder on drive C:/ and install SH3 there.
or is your SH3 the old original SH3 release or steam install