Hmmm my kids play the Sonic Adventure DX Directors Cut game using the 'Deviance' Sonic Adventure DX v1.0 [ENGLISH] No-CD/Fixed EXE available from
here. Its 18.7mb. I assure you it does work and there are no problems with the game! If I remember correctly it does need the Windows Media Player 9 to run properly!
P.S: I cant help you with the other Sonic Hero's Game tho!