Right mouse click on the NV2 installation file and select Run As. Select Administrator and type in the administrators password. Also check that you have rights to install a program in a particular directory/folder.
In regards to a full screen for NV1. It is true out of box but you may be able to use a program like DOSBOX on Vista that emulates a full screen. It works on Linux boxes and I currently do not see why it wouldn’t work on Vista. I may try this weekend if I get a chance.