Also, there is an issue with lockups and stuttering in the game, to fix this, do the following :
Right Click your STALKER icon, click properites, then in the Target box, one space after the last character, insert "-noprefetch" (without quotes).
This is exactly how it should look:
"C:\Program Files\THQ\S.T.A.L.K.E.R. - Shadow of Chernobyl\bin\XR_3DA.exe" -noprefetch
If you're an ATI user like myself, open up the task manager and end both of the following proccesses:
MOM.exe
CCC.exe
Credit goes to mismajor99 or whoever found out about it at GameFAQs. I haven't tried it yet, but a lot of players from the forums no longer have lag issues in certain areas and what not (there is one specific area where any action taken (talking to npc, saving/quicksaving, etc.) will cause you to crash to your desktop, which should be fixed by adding the above in the target line.)