If you have the disk version, which it sounds like, did you install the patch? Some DVD releases contained version 1.47 of the game, with the 1.49 patch
included on the disk. That patch removed the DRM from the game (v1.47 would not install properly in Vista, due to changes made in how Windows handled drivers).
The GOG version is already updated to 1.49.
You should also right click on the BD shortcut (or executable) and select Properties, then in the Compatibility tab set the game to run in Win9x mode. That will prevent a relatively rare bug in Vista/7 which can corrupt equipment.
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