Bon, j'ai retrouvé ce thread et j'ai fait ma petite recherche.
En gros c'est juste que le jeu est mal adapté pour les Windows récent.
Mais j'ai trouvé la solution sur ce site (pour les gens qui ont le même problème) : https://www.pcgamingwiki.com/wiki/Sonic_3D_Blast
Key points
Based on the Sega Saturn version, including enhanced graphics and sound quality over the emulated Genesis version.
Some reprints of the game are missing the music.
Released as Sonic 3D: Flickies' Island in Europe.
Donc il faut faire ceci:
Using Sega PC Reloaded[1]
Download the newest version of Sega PC Reloaded.
Run SegaPCReloaded.exe, click the "Install Game" radio button, and click the Sonic 3D Blast button.
Put your game disc into your cd drive. Click "Select source" and select the cd drive with the disc in it. Select a folder to install the game to.
Open Windows Media Player. Click on "Sonic 3D Blast ([cd drive])", then click the check box for every music track and click "Rip CD".
Locate the folder where the music was ripped to. Select every file and move them to a new folder <path-to-game>\MUSIC.
For each music file, add 1 to the number in the file name. Your files should look something like this:
02 Title Theme.mp3
03 Game Over.mp3
...
24 Success 4.mp3
25 My Hero.mp3
In your Sega PC Reloaded window, type MUSIC in the "Music folder" text box.
Finally, click the "Launch!" button.