Vista requires that everything must be installed with Elevated Admin Rights. In order to avoid having this issue, I did the following... your miles may vary
1.- Got myself a copy of Windows 7... still requires the Elevated Admin Rights but it seem to be more compatible with the games I play, the software I use and the hardware I have.
2.- Open Explore (not to be confused with Internet Explorer), go to the folder where the Executable file is (game or software), "Right Click" on the Setup file and use "Run as Administrator"... this will start the installation of the game or software with Elevated Rights. It may ask you to Allow or Cancel the execution 1 or 2 more times.
If that doesn't work, your video card may not be able to meet the minimum requirements for that game and w/o knowing your system specs we can only speculate.
Do you know whether you have the latest drivers installed or not? if you do, what version are you running?