OLOV: I don't have Vista, but off the top of my head try this.
Right click on your EU2 Icon.
Go to 'Properties' (If there is such an option)
Go to 'Compatibility' (again, if there is such an option)
Click "Run this program in compatability mode for", then select any version of Windows pre-Vista.
Hit OK/Apply and then try it and let us know how you do.