Download Crossover Games from Here
. There is a free trial available, although I use the full version. Install it.
Download the FULL Shaiya client, not just the downloader from the front page. You can get this from a mirror site like Here (most recent)
Open Crossover Games.
On the top menu bar click "Configure" and go down to "Manage Bottles".
On the window that pops up, click the "+" sign at the bottom left of the window and create a new winxp bottle.
You can name the bottle whatever you want. I named mine "Shaiya" for simplicity.
Now go back to the Manage Bottles window once that bottle has been created and highlight the bottle you just created in the menu on the left. Under the 'Applications' tab, click the "Install Software..." button.
Under "Runtime Support Components" find "Microsoft DirectX Runtime - Modern" and hit "Install" and let it complete.
Now on the Manage Bottles window again, click "Install Software..." again and choose "Other Application" and hit proceed.
On the window that pops up, choose the option "Choose Installer File..." and when you click it, find the Shaiya ".exe" file that you downloaded previously in Step 1.
Now simply hit install and let the game install like you would normally.
Now all you have to do is open the game. When you installed Shaiya, upon completion some application icons should have been created (or you did it wrong). They will be located in your User folder (The username you use to log in) In a sub folder Applications > Crossover Games > AeriaGames > Shaiya.
Or another way you could open the game would be to open Crossover Games and on the top menu select "Programs" and go to AeriaGames > Shaiya and open the game from there.