Just cause it works on XP doesnt mean it will work on Vista. Vista is a totally new kernel and does NOT support all software that XP Does.
The only thing i can suggest is to try and run it in compatability mode. If that dont work then i dont think that VS 2005 can be install on Vista. Have to try for the newer version of the product that is compatable with Vista.
Okay after some checking it seems that it can work.
Microsoft Visual Studio 2005 Express Editions: Visual C++ 2005 Express Edition (32 Bit) (Compatibility warnings, but works)
That is the exact version that has been known to work. As you see it does give warnings but works.