I have a slight sound issue also. Thankfully I have sound but it crackles as if something is wrong with my speakers.
It is working great though on Vista 64Bit Ultimate. I have only just put it on for a few mins so far though and went into the lighthouse then had to go out last night so didn't get a chance to play it. Might get a half hour this morning before I get to work.
With regards to the install and no shortcuts. If you do custom install it asks if you want desktop and start menu at somepoint. It also put it in the games explorer on mine.