Strange, I run COD on Vista Ultimate no problems.
Boot up, and when the system is up right click the COD icon and choose "run as administrator"
You could also try right clicking the EXE file, choose properties > compatibility and select "run in compatibility mode for Windows XP (you can't do this from the shortcut, only the exe file location. To find this right click the icon and choose "find target" then try the compatibility mode as above.
It would help to know your system and graphics specs too.