I had more problems with Vista's "Compatibility Files" feature/idiot-design than I did with UAC as a whole. The one where it decides it's going to keep original files in the proper directory under "Program Files", and any changed files go via symlink (kinda) to a "compatibility directory" under the user's "home" directory.
Clicky describes it better than I can.
Simple solution, without disabling UAC? I just reinstalled, placing the SH4 install directory under "C:\Games" or something similiar. Yeah, it's ridiculous, but it avoids the compatibility file bug *cough* feature. Since it's not in "Program Files", Vista lets you change whatever files you want.
