I dont have vista, So i can only guess at your problem.
I would guess that you are either not running in a 32 bit mode(windows xp compatiabilty mode) or you are not running as an admin.
To do both goto your nwn directory. it should be c:\NeverwinterNights\NWN\
find the file called nwmain.exe.
Right-click on it and select create shortcut.
drag the newly created shortcut to you desk top.
Right click on the shortcut and select proptries.
find the settings for both xp compatabilty and run as admin and set them.
You should then be able to run the game from the shortcut.
If that does not help you can brows the suport thread while you wait for another anwser http://www.gog.com/en/support/neverwinter_nights_diamond_edition
or try asking on the http://social.bioware.com/forum/1/subindex/153