Right click the program and select 'Properties' and click the 'Compatibility' tab. Then you will see an un-checked box with the text 'Run in compatibility mode for' next to it. Click/checkmark the box and make sure 'Windows XP SP3' is selected.
Close the box and then run your game, it should work fine.
All versions of Windows have compatibility mode for programs made for older Operating Systems.
Another option would be installing a Virtual Machine using a software like VMWare. You can have Vista running but then open Windows XP in a Window like you do with your browser, so you will basically be using Windows XP and all of it's functions like you would with any other Operating System.
Yet another option is doing what I did and crate a partion on your Hard Drive Disk of about 100 - 150GB and install XP onto that partion and create a Dual-Boot machine. I have a Dual-Boot of XP and 7 and I use the XP partion for gaming because of It's low resource usage and light GUI, along with the reason that XP seems to be more gamer-friendly too.
Reply back with which of these options wou would use and I can assist you further.