That's the set up I'm using.
The only real issue I have is that occasionally when exiting, the program tends to hang, but luckily with Vista, all you have to do is click on the (Not Responding) program and it will pull up the option to close it down without having to Ctrl-Alt-Del. So all it really requires is a couple extra clicks to close down. This isn't too much of a hassle though, especially when you get used to it.
I also run it in windowed mode as I like to switch between EU and a web browser or a spreadsheet quite frequently. I found that if you run it in full screen mode and try to switch to another window, after about 3 times of doing this, EU will hang. No problems switching in windowed mode however.
Other than those issues it runs smooth, no problems.