Hi, I finally figured out how to install Zeus on Vista and couldn't find the answer anywhere so I thought I would post it here.
It's really simple way to automatically have administrative privileges in order to install. Otherwise nothing will happen.
First, go to the start menu and type: RUN
When the box pops up, click BROWSE, and find the SETUP program on the CD. Click on SETUP. Then click OK. "Task will be created with administrative privileges."
Be sure to restart after setup and you will be playing the game in no time.
Hope this helps.