Apps running in IE on Vista
I debugged two applications at TechEd both of which were hosted in IE.
Internet Explorer on Windows 7 runs in the protected mode and will not be able to write directly to disk while in the Internet or Intranet zone.
Protected Mode builds on the new integrity mechanism to restrict write access to securable objects like processes, files, and registry keys with higher integrity levels. When run in Protected Mode, Internet Explorer is a low-integrity process. It cannot gain write access to files and registry keys in a user's profile or system locations.
It will also run in low desktop integrity level (see my post on UIPI) which will prevent IE from sending specific window messages to higher integrity processes.
These are quick ways to find out if the new features are effecting your app.
Add the site in question to the trusted sites list.
Turn off Protected Mode (not recommended).
Once you figure out the issue change the application to handle Protected Mode, including any related prompts that may be displayed.