I used RMXP on Vista without problems. I DID have some in the beginning, the same problem you're having. Here's what I did. Go to the properties of the rmxp exe file. Go to the 'Compatibility' tab and enable all of these (1) Run in compatibility mode with WinXP SP2, (2) Run as Administrator.
And in case you're using PKE or any non-official version, get the RGSS102E.dll, rename it to RGSS100J.dll and paste it in the C:\Windows\System32 folder. Replace when prompted. The 100J dll is not compatible with Vista.