I am not able to understand ur question properly ..
R u trying to install GeForce 8400 GS on your system and u think its not installed properly ?
first of all, Vista Home Premium is SUPPOSED to have AERO but u say there is no AERO. Guess its not a proper version of Windows Vista .. Are u Sure its a full and PROPER version of Windows Vista Home premium and you didn't download it ?

You should consider changing the DVD , It might be corrupt or something. (No offence but Vista has always been crappy.)
Secondly , different manufacturer's have different drivers for their Graphics card. Like I used to have this MSI 7600 GT and once I tried installing drivers from Nvidia . Everything worked fine but Some of the functionality of my Card was missing. It didn't show up the Card's name etc. in the hardware configuration.
So , I think you should check the manufacturer's website for the drivers and not the Nvidia's site. Generally, from what I've seen, XFX cards accept Nvidia's drivers but ASUS and MSI release their own version for their cards.

Kindly give us your Config also, in the next reply. That'll help us understand the problem properly ..
btw. .. Ubuntu is anyday better than Windows Vista, I wonder why you removed it . I would love to have one of the Linux on my system but I don't have any space to install it and then my Games don't work on Linux ..

..