I did a google search for "FFXI Vista", the first link came to a FFXI forum
that says, "Don't use Vista with Final Fantasy XI." That's not a direct
quote, but after the first couple pages it's probably fair to say that
there's a LOT of problems running FFXI in Vista.
That SAID, you're lucky I decided to look a little further and found a link
at playonline.com (I think this is the support site for the game?) which has
a nice new version of the Play Online patch system for Vista which will
probably get you up and running...
Here's the link you'll want to get too eventually:
Basically you download the Vista Compatible version of Play Online, install
Then you install FFXI using the new version of Play Online.