I had a problem running an application in Vista packaged as self extracting archive. After quitting the application I'd get a Program Compatibility Assistant message reporting the application was incorrectly installed. This got to be annoying considering there is no install with the application. I found the VistaCompanion tool which helped by enabling me to shut off PCA mode in Vista. Thought it might be useful to pass this along to others:

http://www.vistacompanion.com

Full version costs, but it's cheap. Free version doesn't enable you to change anything but it can be useful to view current settings in Vista.