So you have decided to install Outpost 2, which was designed for use with windows 95 on your all new top of the line (Insert computer manufacturer here.) that comes with Vista, and damned it to hell the old win XP trick to get your little yellow lights no longer works, mostly cause you have no idea where the option is now.
No problem. its still there, they just decided to move it to another spot.
Right click your desktop, and select personalize, now on the bottom of the left side is the words Ease of Use, click that. (Alternativly you could goto your control panel. Then select Appearence and personalization, ease of use.)
Now select the option "Make the keyboard easier to use." scroll to the bottom and you will see "Underline keyboard shortcuts and access keys" check this box and select save or apply from the bottom.
Now launch your OP2 game, and bingo your little long lost yellow lights are all back once again.