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Under WInXP works well, under the Vista game installer does not start.
The game is advertised as working on:
Works on: Windows (XP, Vista, 7, 8, 10) and Mac OS X (10.6.8)
So it should work. I have installed the game successfully in Windows 10. You might describe your problem in detail (in case someone here has faced it before) and/or contact GOG Support.