I do have this game and cant install it, but i am using Vista Ultimate. I have the same problem when i go to click the setup.exe i get a halo 2 window but nothing is in it it is just blue like yours, no button to install or anything, i have Windows 7 on my laptop and it installs fine on there. Kinda weird having trouble on vista, which it is made for. Anybody else out with the same trouble?