No I don't believe they work with Vista.  It looks like you need this to do Chroma Key stuff on Vista. http://www.rehanfx.org/shader.htm  You can download it as a trial for 14 days but then you have to buy a key for it.  Right now there is a special of $10 for the key which is regularly $15.00.  I think it would be worth it for you to pay for the key since I see that there are some other Vista transitions and such that need this one to work.

I kind of loathe Moviemaker personally, but it is cool to see people developing new tools for it (I had no idea!). Here's a couple more (free) video editing and compositing options:

t@b ZS4 - Decent multi-track video editing (superior to WMM in my opinion) with with over 150 built-in effects, including chroma key.

Blender 3D - Although Blender is mainly a 3D animation program, it has built in video editing and compositing. It takes a little bit of patience to learn, but once you do there is almost no effect you can't achieve.

Jahshaka - I haven't used this myself and have heard that it's buggy, but you can do green screen and a lot of advanced effects using this software.

May I recommend Sony's Movie Studio Platinum. They sell cheap and have all the eye candy and a ton of effects you need. Green screen, blue screen, even red screen, so much in that program.

Youtube has a lot of chromakey tutorials...check those out!

Thank you guys! I'll try those, and I'll get back with the video!

Miguel!