Solution : https://service.sap.com/sap/support/notes/98715 (SAP Service marketplace login required)
Key words : 
start -> settings -> control panel -> services                            -> informix online dynamic server dos-box, informix environment correctly choose start -> programs -> informix -> informix setnet32 choose, groupnames=@osgroupsaplocal_nt_ind=groupname@ administrators             @sapntdomain@\informix-adminin addition, /general/r3server/patches/rel40b/nt/i386/inf/ntclusteralso, /general/r3server/patches/rel40b/nt/i386/inf========================================================================, creating dbspace psapuser1 create dbspace psapuser1 manually, line        confirmation=sapsystemname sapsysnr saploc sapntdomain, \%informixdir%\gls\lc11\en_us\mscs configuration, operating system  - increase quotas   - log, common servers additional key words 4
Related Notes : 
       
| 106532 | INST: 4.0B R/3 Inst. Japanese on Windows NT | 
| 98711 | Inst: 4.0B R/3 Installation on Windows NT |