What version of fallout do you have?
Steam, D2D, Retail?
Make sure that fallout is up-to-date. If using STEAm, it already should be.
If not, are you able to get to the Main Menu?
If so, to DL updates Im fairly certain all you need to do is log into Windows Live and it will update the game for you.
(As you may know, You will need to register the game with Windows Live as well to finish activating it, and get access to patches. . You should have a key for it.)
You may try to run FO as ADMIN, and in compatability mode for Windows XP. It may help help getting it working enough to get to the Main Menu to patch the game up.
Let us know.
Also, something I have found to help with FO, is installing it in compatability mode as well.
Just browse the disc for the setup.exe, and right click/properties -- run this program in compatability mode for: (I choose vista SP1)
And check the run as admin box.
Dbl click the setup.exe and install