I'm also having problems downloading programs off of the Internet and installing them on VISTA Ultimate 32-bit and VISTA Ultimate 64-bit. I've tried running the programs as an Administrator, and everything else that I can think of.
I even swapped out the Motherboard. In the end, I gave up, and called Microsoft Support. I had to pay $60. This was a week and a half ago. It seems that some systems will not allow programs to be installed if they are downloaded from the Internet. They have no known fix, and "are working on it". I just can't wait until this hits the news. An OS that doesn't allow you to install programs off of the Internet.
I believe it has something to do with either the authentication by VISTA, or VISTA corrupts the downloaded program. If you d/l the program on another laptop, put it on a USB drive (or a CD/DVD), it will install from there.