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Did you read the other threads here on the same topic?
 
If you look three threads down form yours there is a thread named Vista compatibility. In that thread AndrewT was so kind to link to this thread:

http://www.europa-universalis.com/forum/showthread.php?t=320001

As I wrote if you just right click the short cut for EU2 and activate the XP compatible thing and turn off some of the graphic stuff you can turn off like screen resolution then there are no problems. :)