what is an exe. actually, im not really sure if i do know what it is?

please help!
ive just upgraded my windows xp to vista ultimate and ive installed vice city and vcmp when i click connect it loads gets past the vice city logo past the video and the my computer starts beeping and says that gta vc exe has stopped working.
i do not know why this would be happening as i have been using the same disc on two other computers (xp home edition and vista premium) with no problems . is there any reason why this could be happening?
please help,
CF 33