Is the game placed in your own personal folders? \users\your name\game\ ?
Otherwise you'll encounter write protection restrictions in Vista.
Or run the game in Dosbox 0.73/W3.1
Some things you should read first:
http://www.abandonia.com/vbullet/showthread.php?t=19982
And all you need to set up W3.x in dosbox:
http://vogons.zetafleet.com/viewtopic.php?t=9405
And because sooner or later peeps gonna switch to Win7: same principle, place the game in your personal folders or use dosbox.