I had similar problems and solved it following this advice:
I had to install the game with the User Account Control turned off in Vista. For some reason, Vista doesn't like GTL with User Account Control turned on.
"Go to control panel / User Accounts. Where it says make changes to your account, go down to the last line: "Turn user account control off or on" Turn it off and you will no longer have this problem and be able to install this game"
Also, maybe this thread at RSC may help:
How to: Install GT Legends on Vista Ultimate 64 bit - NoGripRacing
I have to comment that I am not exactly in love with Windows Vista at this stage.