Hi Shikhyung- On the XP machine were you able to confirm that it was changed to Com 2?
This page from Microsoft has a good explanation about changing those settings. Please make sure that the port setting has been changed correctly and try again.
On the Vista laptop it sounds like you may be clicking the install icon twice. After installation, check the Start menu and look for the Tunze folder and icon there.
If that doesn't work just let me know and we'll try a couple of other things.