In Windows XP there are two ways to change the compatibility mode. The easiest is to create a desktop shortcut icon for the game if one isn't already there and right click on it. Alternately, you can right click directly on the game .exe file. On the menu that appears, left click on Properties. There should be a Compatibility tab that appears. Click on it and select a compatibility mode to try (Windows 98, NT, etc). Save/apply it and try running the game. If one doesn't work or work well, try another.
The second method is a little more complicated but I think it's better. Click on All Programs in the Start menu and click on Accessories. Enter the Compatibility Wizard. The advantage of the Compatibility Wizard over the first but simple method is that you can try the game in the different modes (Windows 98, NT, etc.) without leaving the Wizard. In other words, you try running the game in the different modes within the Wizard until you find one that works or works best. If and when you find the best mode, save the setting and exit the Wizard. The game should run from now on like it ran while you were inside the Wizard.
I don't have Vista so I don't know the particulars of it but you can change compatibility modes in Vista too. However, for a game that old sometimes they don't work in Vista no matter what but it doesn't hurt to try.
