You might not have the free plugin from Adobe/Macromedia which is available here at the time of writing.

There have been some fairly major problems with Director Shockwave and Vista 64 bit. That is, until recently it didn't install on 64bit systems. The latest version at the time of writing is 11 and that does. However versions from 10.3 to 11 (so far) do not deal properly with lights in 3d worlds, so the lighting model doesn't always function as it should. Basically the default lighting always seems to be 'on', even when the default lights have been turned off or replaced with others.

As usual Adobe haven't been overly forthcoming, so it is difficult to know whether to spend time trying to fix this on a movie by movie basis or to wait for Adobe to fix the plugin so it works as it used to. Let me know what you think.  

If you are using an older version of the plugin there is this article on an Adobe Macromedia forum. To save you reading it: To get Shockwave working on Vista 64 bit machines you used to have to copy files from one system folder to another.  I wrote to Adobe Support to ask for more information but they never bothered to answer.