Did you install the native sound and video card drivers? Check DXDIAG.
Did you install the game in the default location? That will cause you no end of troubles. Files get moved to a virtual store when you install the game in the default "Program Files" folder. It is a new whiz-bang feature of Vista that everyone despises,....except Microsoft and some neophyte IT guy at some Fortune 100 company.
I got a free upgrade to Windohs 7 Woot lol. Its not out yet but im sure its going to really suck like vista does.