The Microsoft Knowledge Base article located at
contains an application compatibility update that include changes for FSX that enable us to fix the disabling of the Aero color scheme when you launch FSX on Vista.
This came out earlier this year, but I wasn't aware of anything that would make me recommend it. Now I do :--), as that is one of the few issues we are considering fixing in the FSX-DX10 release outside of adding Direct3D10 support.
I highly suggest downloading this update:
Download the Windows Vista Application Compatibility Update for 32-bit editions of Windows Vista package now.