You can try running it in Compatibility Mode...
1. Right-click the file.
2. Click on Properties.
3. Click on the Compatibility tab.
4. Check Run this program in compatibility mode for:.
5. Select an operating system.
6. Click on OK.
This, of course, depends on the program you are trying to use. Not all of them work this way. If we knew what program you're trying to run, it would make it a lot easier for us to give solutions.
Also note that these steps are for Windows XP. I don't have a copy of Vista, so the process may differ slightly, but I believe it is done the same way.