I had issues with RMXP working on WINDOWS Vista too. Your problem may be one of several issues:
1. Have you completed the trial period? I'm sure you did, but some people don't realize that after the 30-day trial period, RMXP and RGSS will stop working.
2. Did you check the compatability issue? I had to do this when I got a new PC and installed with VISTA. When you check the actually RMXP file, righ-click on the application and go to "PROPERTIES". There should be an option there that allows you to adjust the program's compatability for different versions of WINDOWS.
3. When in doubt, RESTART. That's what my PC savvy friends tell me. 9 times out of 10, this may help correct the problem.
Those would be the only reasons I can think of. Like I said, I had to adjust the program for compatability too when I bought my new PC.
Hope this helped you.