As seafarer wrote, simply install SH3 (and any moddable game or the like) *outside* of the Program Files folder. Problem then be gone.

TBH I don't even think that Program Files is the appropriate place to install games, but that's my opinion - installing to a dedicated Games folder on a separate drive is much more logical to me.
What really blows me away is the number of Vista users that don't understand how their OS works. I recommend a quick read up on User Account Control, even if only through Wikipedia.
FYI something I've posted numerous times before...
http://www.subsim.com/radioroom/show...73&postcount=6 It shows the few extra (read: vital) steps Vista users need to take when installing/uninstalling SH3 into Program Files.