Does it says Network Cable Unplugged or Limited Connectivity?
You may need to check the IP settings in OS X, then make sure they are the same in Vista.
OS X:
System Preferences -> Network -> Ethernet (On left)
Check your settings, write down the IP addresses if it doesn't say Using DHCP.
Take note of the DNS server in my screenshot - it's OpenDNS and usually pretty fast. Feel free to use that as your DNS setting.
I don't have my wife's Vista machine here, so I can't tell you the steps to get to the IP settings, but they should be the same as OS X. E.g. OS X = DHCP; Vista = DHCP