Unable to locate FSX.exe error while installing on Windows Vista

This error is caused by not having the most recent updates for Windows Vista. Specifically you need to have the latest service pack for the operating system (SP2 at the time of this writing) as outlined in the system requirements for the PMDG 737NGX.

To do this:

1. Go to your Control Panel, select Windows Update, and have it check for updates.  
2. Install all critical and recommended updates that are found.  
3. Reboot your computer.
4. Repeat steps 1-3 until Windows Update shows that everything is fully up to date.