You need Vista Ultimate to do this on Vista, because DreamScene is an Ultimate-only extra. There is another program you can use (DesktopFX I think), that has a free 30-day trial for non-Ultimate versions of Vista (probably other operating systems as well).
The animated desktops are pretty cool, however they stretched across both my monitors and looked warped because of their resolution, so I reverted back to motionless Tyrael wallpaper.
At first it didn't work, than I read the description and realized there was a different process from PCs running Vista. After following those steps in the description it worked as he said it would, really looks awesome, thanks!