Normally you would right-click on its setup.exe > Run as Admin.
Also check its Vista compatibility:
http://www.microsoft.com/windows/compatibility/windows-vista/default.aspx
Windows Vista Compatibility Center
First thing to do is to check its Vista Compatibility at the above link, and if not see what patches/solutions are available from its Manufacturer..
http://www.howtogeek.com/howto/windows-vista/using-windows-vista-compatibility-mode/
If it is not Vista Compatibile, read the info at the above link.
This works for some Programs, but not all.
This applies to Software Programs, NOT Hardware Drivers.
If it is Vista Compatibile > uninstall it > Re-download/Save to your Desktop > right-click on its setup.exe Ø Run as Admin.
Cheers.
Mick Murphy - Microsoft Partner