Vista can be like a very strict baby sitter sometimes..it protects your files to keep from bad files (malware) doing bad things to your system and playing with your files.

You do need to have certain rights over the Program Files folder to make any changes to it in the first place so this would be telling your baby sitter to back off because you know what you're doing..

to test if Vista just doesn't want you playing with your Program Files folder, you can try moving/installing the Virtual Families folder to another area of your computer and try seeing if it'll run properly from there. If this is the case, you can consider moving your game onto a blank CD