I'm afraid that by buying the complete collection download, you stand very little chance of getting the mod working. Something to do with the .exe file or the like.
First make sure that BF2 is patched to v1.41 and you have FH2.15.
Anyway, since its vista, make sure everything runs in compatibility mode for XP sp2 and that administrator permission is given. Then the mod just installs into the \EA Games\Battlefield 2\ folder (which the installer should offer as a default install option).