The original game is 32 bits, and uses DirectX 9c. The EE has switched to 64 bits, and used DirectX 11 (which to fully support requires a minimum of Windows 7 with SP1 installed).
Unfortunately the EE does not support Vista, and the fast download (likely 13MB) and no executable probably mean you are using a 32 bit version of Vista. You will need a 64 bit version of Windows 7 or later to play the game (check your system specs, to see if you have a 64 bit CPU, and a video card with hardware support for DirectX 11). The Linux version of the EE should be released later this month, so that may be an option if you are willing to dual boot. Your video card would need OpenGL 4.1 support, though.
