Depends on the program. Most applications were created for Windows XP and made compatible to Windows Vista, if the application is only Vista compatible and you are not able to install it on XP, then it won’t work for you.
Sounds lkie you want to dual boot XP and Vista. If so look at: http://vistabootpro.en.softonic.com/
I use this to dual boot. I had XP on my PC then ran this app then loaded Vista