Well, yes, and no.
Vista includes a new feature called UAC which is quite similar in application to commercial networks and limited users, except that it is turned on by default. Even though you think you are the only user, you're really not - any app that you install installs as another user, even above administrator in terms of rights on the machine, and it is in place for a reason - the whole fiasco with XP and the advent of viruses and trojans and phishing and whatnot out there made M$ realize that bringing an NT kernel to the end user's home without any safeguards in place was simple a bad recipe for disaster. Vista's UAC helps stop a lot of malware in its tracks, because if you don't have system wide privileges, neither will anything that runs on your machine.
There are ways to disable UAC, but before you just jump into that, take some time to do some *real* reading about UAC, what it is, and why it should *not* be disabled. Seeing as you have admitted not being a GURU, my suggestion to you is - leave it on. It will save your hide more times than you can count.
As for getting used to the prompting when you try to run an app - that is partially the apps fault for trying to do things that require administrative privileges in the first place(and I bet even money that it is because it is trying to save games in the Program Files folder - which Vista considers a big no-no). But, seriously, think about this - if you turn off notifications every time your computer does something, it just opens the door to allow a piece of malware to get on your computer and do things without your computer ever saying anything at all. All those notification in IE, for example, like when you go to a secure page, or when a page tries to load a cookie from a 3rd party website - by disabling these warnings and prompts you take your computer's well-being into your own hands directly - the problem with this, though, is that you (and most users out there) are *not* experts, and thus don't know what to watch for in terms of potential problems and threats - and by disabling your computer's built in warning system you've effectively disabled the one chance you have of catching something before it gets on your computer.
I'd start with this post in our News section -
http://www.vistax64.com/vista-news/186801-microsoft-why-uac-user-account-control.html
happy reading.