Hi
As of now it doesn't need dotnet.
Your error is related to missing mdw file.In data folder you will see two files, one eoddlc.mdb and another is eoddlc.mdw. This second file is missing so you are getting this error.
In full installation this file should be present.
However you can download data.zip file and extract eoddlc.mdw.
Link is given below
http://cid-cf8290b687b3435f.skydrive.live.com/self.aspx/eoddownloader/DATA.zip
However, I have not tested it on vista. So don't know if you will face some other problem. If it doesn't work I may be of limited help.
But just in case , it works , let me know too .
pk