Vista's extra security has a couple of annoyances to deal with...
The first one is the authentication for Remote Desktop. If you RDP to a server or anothe workstation not running Vista or Windows Server 2008 (another words the majority of the machines in your present network, you get a screen prompting you that it can't authenticate that looks like this:
to end this, you can change the settings for your RDP session by clicking advanced and changing the drop-down and setting it to connect if authentication fails.
There is also a registry hack for this, but I haven't tested it as of yet.
The other annoyance to most admins using Vista is the continual prompt about elivated priviledges. You can disable this as well.
expand local policies
expand security options
scroll down to User Account Control: Behavior of the elevation prompt for administrators in Admin Approval Mode
change the setting to Elevate without Prompting