Is there a way to make Windows Vista command prompt run in 256 colors so I can use VIM and a 256 color theme in it?
no, the default "command prompt" (aka terminal aka cmd.exe) is not capable of doing what you want.
why aren't you using 'gvim'?
There are few terminals which can host console vim and support xterm-256 colors. And of course you need to choose in
ConEmu (I'm the author)
Only official Vim can work properly in ConEmu. cygwin/msys versions can't use 256colors mode because their implementations tries to emulate ANSI processor internally and ANSI sequences do not pass to terminal.