Hmm....
this is what I did to make all the games work for me in Vista, I didn't do that compatibility thing.
1) First off, vista doesn't have the dx9.0c files, so search google and download 'Directx Web Setup', will install the latest dx9.0c
2) Download Visual C++ runtime (a lot of games require this, including, R6Vega, bioshock/tons of games i have no interest in listing :P ).
3) if that doesn't work try that compatibility thing.