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Apparently MOHAA and MOHAA SH modify your system's registry in some fashion when you install them, so that it knows whether it is installed on your system, so if your registry is damaged, incomplete or outright missing the appropriate entries, then SH won't install, nor for that matter will the patch. I know this cuz my registry got eaten and I had to reinstall EVERYTHING, and in the case of MOH, I had to do MOHAA, MOHAA patch, MOHAA SH, MOHAA SH patch.

Ah the joys of EA quality control!