Has nothing to do with Vista. It is just what the message says: "Installation problem".
GCC consists of several components. First there is the gcc program which is basically a wrapper that looks at the input file and then decides what tool to use (c/c++ compiler, linker, ada compiler, whatever...).
cc1plus is the backend C++ compiler which is called by the mingw32-g++ C++ compiler (which again was called by gcc earlier), and for some reason it is not found. Normally that file is found in MinGWFolder\libexec\gcc\mingw32\version.number.of.mingw.