Gender: Unspecified Location: With Cinderella and the 9 Dwarves
Well, it's probably the simplest thing. Your computer isn't good enough. Now, there are a few things you can do to try make up for it. For one, Vista is pretty good at stealing a lot of your power, so you could google ways to make Vista faster, turning off it's themes etc. maybe.
A good thing I found a while back, is called Game Booster (http://www.iobit.com/gamebooster.html), it frees up as much RAM as possible and closes all unnecessary applications for your playing time. I'd download it, and run it and maybe it can make your computer fast enough to play the game without lag (at least if the computer is the issue, rather than some malfunction with the CD or Game itself).
If that doesn't help though, maybe you'd just need to upgrade your system though. Hope that helps.
Basically what Bardock said, but what's your systems stats in regards to CPU clock & RAM?
Also, if you know what your video card stats are, post those too. Lower end vid-cards really can't handle higher end games and lagging is one of the symptoms.