I had problems installing and running the game on my Windows 7 x64 OS. These fixes are probably only necessary for the European version (Fahrenheit) and should work on Vista, too.
1. Try to install the game from the DVD. If this works then continue from 4 below.
2. Copy the files on the DVD to a folder on your computer. The installer, "Fahrenheit.msi", doesn't work on Vista and up. Replace it with this one: and replace the original file in the install folder.
6. Now play the game! If the screen just goes black, if you have audio but no video, it is probably because you have a multiple screen setup with an extended desktop. Right click on the desktop -> Screen resolution -> Multiple displays -> Show desktop only on [monitor of choice].
I use XP x64 and couldn't install the game because the setup would close before it even started installing. I used the link to the Youtube video and everything worked fine. Just follow the steps one by one.