I have had some difficulty with Steadyhand getting confused at scene changes, but only when I use something other than the defaults. I suggest you try using the default Normal setting on a few minutes of footage. You'll know right away if it will work. Also, the one thing I do change (and this won't matter for the scene change algorithm) is to turn off the Zoom settings. You do this by clicking on Custom (after selecting Normal), and then set Zoom to zero.

The thing that seems to screw up the steady algorithm across scene changes is to change the size of the boundaries (also found under Custom).

I'm still waiting for Steadymove to be available for Vegas or some other program I own. It looks like a MUCH better program than Steadyhand, but it only works as a plugin to Premiere. I base this opinion entirely on the demos at their web site, and I might have a different opinion once I actually use the product. The few people that HAVE used, however, seem to think it works pretty darn well.