EXE's will run just fine on Vista without anything special.
However, there are a few restricitons.
1) Your exe will always run as a standard user, even if the user is an
administrator. If your exe needs admin privs, it will need to include a
manifest that will cause Windows to request permission from the user to
start.
2) Your exe cannot install "global window hooks" [or use functions that use
global window hooks, such as SendKeys] unless it is digitally signed, has
uiAccess set to true in its manifest, and is installed to Program Files.
--
- JB
Microsoft MVP - Windows Shell/User
Windows Vista Support Faq
http://www.jimmah.com/vista/