Ok, at first I was having the same problem you were....it just wouldn't go past the screen with the title of the game you were trying to install even when I clicked install. So, then I decided to get creative. This is what I tried, and it worked for me. I'm also using Vista.
1. With the DVD in the drive, open "Computer" as if you were looking at Windows Explorer.
2. Right click on the DVD drive icon and choose Explore. You will see folders labeled "Attwn", "Euts", and "Motoe" among some other stuff you can just ignore.
3. Choose one of these (I started with "Attwn") and double-click it. Now you should see a file (not folder) called "setup.exe". There are other files with "setup" in their name, but the "setup.exe" is the one you want.
4, Double-click this "setup.exe" file, and this will start the installation process for whichever game folder you chose.
You will have to go through the same process for each game and its corresponding folder. For some reason, the autorun install feature isn't working...probably something to do with Vista's security. However, if you go to each folder, the games will install normally.
"Attwn" is "And Then There were None".
"Euts" is "Evil Under the Sun".
"Motoe" is "Murder on the Orient Express".
HTH!