Go to:
Control Panel\User Accounts
and click on "Turn UAC on or off"
Turn UAC off. Restart your computer.
Try installing again. (Do not use compatibility mode.)
If that doesn't work send them an email. As far as I am aware, none of Captain Sim's products are Vista Certified so you may just be out of luck.
Also possible: if you have the digital reciept (or whatever code etc they give you) then you can ask them to send you the product again in a zip file containing the effects, aircraft and gauges folder.