In XP u would have installed flash since u would be using it for a long time but in Vista, flash won't be installed.
Install flash player, shockwave player and Java and then see if u are getting the same problem.
Well, if u still get the same problem, go to the properties and to the compatibility tab and make it run in XP SP2 compatibility mode and it is bound to run...hyeah:
And plz mention program name etc while asking for help. Beating about the bush seems so messed up...:no: