Hey I got it!!
Vista/7 is really annoying with its "security" thing!!
Just goto Vb6.exe file (the main file which runs the vb6)
If you don't know how to find it
goto start and goto visual basic 6
right click and select properties -> open file location
when you can see the exe file
right click, goto compatibility -> run as administrator -> ok
run it and it will work flawlessly....

Thanks the link you gave me the idea, they gave something different but it clicked me as this i had done for 3d studio max 9 and it worked!