There are quite a few products, generally older products, that aren't going to be supported on Vista and probably aren't going to work on Vista. One of the not supported announcements that seems to be catching people by surprise is about SQL Server 2000 and it's free sibling, MSDE. They seem to have run afoul of UAC, which really does require you to change your application.
If you are using SQL Server 2000, you should upgrade to 2005 anyway: it has a lot of improvements for you. But MSDE users don't generally even realize they are using a database: they're using an application that uses a database. Whoever made that application needs to tweak their install so it uses SQL Express (which is just as free as MSDE ever was, and doesn't have a governor) instead. And if that's you, learn about Vista development while you're at it in case your application ends up needing changes too.