I found out what caused the problem. It was not Windows Vista but the NVidia drivers I had installed. I updated the drivers and now it works. :) I'm so happy that I can play Cave Story again.
Hello,
I just downloaded Cave Story and installed it. When I started it I noticed something weird. Whenever a line of dialogue comes up in a message box it does not disappear afterwards but remains in the message box. The new text is just displayed above the old text which makes it impossible...