@Lackin
Vista is a little tricky.
First make sure that the screensaverfor VGHD is activated in your vg desktop. Click on windows parameters right under the 'inactive' option. It will look like when you set your screensaver in the control panel. Make sure it's set on vghd.
Once that's done go to OS(C:)/Windows/SysWOW64 and OS(C:)/Windows/System32 to look for 'vghd screensaver'. Most likely it will only be in one of the two, so you need to copy it and make sure it's in both folders. It needs to be in both or it will not run.
Finally after all that is done, go to your control panel and change your screensaver(there should now be a vghd option) just like when you checked it in the vg desktop 'windows paremeters'. Make sure that to put it as your screensaver and everything should work perfectly for you.
Hope this helps you out. Good luck.