What game you are referring to specifically?
According to https://en.wikipedia.org/wiki/CSI_(video_games
) , the first CSI video game came out in 2003. It is likely that the game was written for Mac OS X and that the game will never
run in SheepShaver, which only runs earlier versions of Mac OS.
That page also indicates that none of the CSI games were Mac-exclusive, and you will probably have a much easier time getting the PC versions to run.