Ok so I know alot of people are having trouble with this game as I did when I first had it. Do not try to run this game from your CD as it will crash. I managed to get it to work by first
visit http://download.microsoft.com/downlo...940105-x64.msu.
This will download an update for vista that is required then,

Click on the Start menu, go to games and you will find the gears of war icon there.

Doulbe click and it will work.