The Intel HD4000 for my Intel DH77EB had problem with Street Fighter IV Arcade Edition & Jpcsp ! I previously used the Nvidia 560Ti and had no such problem.
a) Street Fighter IV Arcade Edition (not the old Street Fighter IV), when you set the background stage graphics setting to LOW, the whole background will disappear !
b) JPCSP is used to emulate PSP game on PC had serious problem with your Intel HD4000. When I tick and select "enable shader" the program become unstable. Also many psp games become unplayable with the HD4000. Hopefully Intel can improve their driver to work with JPCSP.
Try updating to the latest Graphics drivers for your board (as well as the latest version of Jpcsp). It seems to me that if you are using a conversion program to allow your game to work with a PC, the issue may be with that software or that your current hardware simply doesn't meet the minimum hardware criteria for such a setup.
Then unfortunately there's not much more you can do short of liasing with the game provider and makers of Jpcsp to see if they can throw some light on this problem. While you're mentioning your other TV card problem you posted about here to Intel, It wouldn't hurt to mention this at the same time though.