I installed it on windows Vista no problem.

Did you do the full installation?

After I did the full installation I didnt even need the CD to run the game anymore.

The link isn't opening it basically says this:

Resident Evil 3 was developed before the release of Windows XP but we have been able to run it successfully on this operating system. There is a known issue between the program and some sound card drivers. In order to remedy the situation, you will need to minimize the amount of DirectX acceleration for sound. To do this, please follow these steps:

1. Close all running applications in Windows.

2. Click on the Start button on your taskbar.

3. Click on "Programs" in the Start menu.

4. Click on "Windows Explorer" in the Programs menu (the Windows Explorer should open shortly).

5. Go to the "C:\Program Files\directx\setup" folder.

6. Click on the "DxDiag" shortcut (this will open the DirectX Diagnostic Tool application, which will run a diagnostic immediately and take several seconds to complete).

7. Click on the "Sound" tab.

8. Set the "Hardware Sound Acceleration Level" slider to "Basic Acceleration" or "No Acceleration" (try using the "Basic" setting first, and switch to "No Acceleration" if the game will still not run).

9. Click on [Exit].