Hi Antò. I have never tried installing B&W1 on vista so I can't really help myself, but if you don't get a more helpful response soon, might I suggest you do a search for "Vista" on the Community here as there's slot of topics out there discussing various Vista/Windows 7 related issues.
The only advice that I can give is, do not install it in program files, make a folder in documents, or in your desktop and install it there.
My old computer was windows vista, and this one is windows 7 and I can play it fine.
Go to BnW SetUp in the Lionhead file in the Local file on This Computer, right click on the SetUp icon, then select Run as Windows 95, and you might have to set the screen to 850x640 or something
well I'm not sure if it'll work but it worked for me ^^;
The big secret for older games is NOT to install to the default location on new systems.
Create a new folder outside any "programs" folder called "games" or any other name you want and install there.