Vista - "Program Files" directory problem - probably virtualisation issue

Hello, I have been Vista user for couple hours and came with a problem.
Here's what happens:
1) I installed a 3rd party application in "Program Files" directory.
Everything worked smoothly.
2) By overwriting this app's config files (which are stored in the app's dir
in "program files") I damaged it so reinstall was needed. Sound's simple,
doesn't it? But:
3) Uninstalled the app, config files were not removed by uninstaller (normal
behavior), so I manually deleted them, just as I would do in XP.
4) Re-installed the app in the same location. After that it managed to run
once, but after closing, it behaves just like it did with damaged config,
just like this broken state was restored.
5) If I re-install the same app in different location, everything works fine.

What can be causing this kind of behavior, and how can I repair it?