This is sorta ike a tutorial lol Might save some fellow vista users from having to work this out for themselves.
1st Step
You'll have to download
.NET Framework 1.1 as it doesnt come with Vista.
2nd Step
Install .NET framework (you should know how to do this, just follow he steps)
3rd Step
Install SGDK2 (you should know how to do this, just follow he steps)
4th Step
Go here ---> C:\Program Files\SGDK2\
right click SGDK2IDE.exe and select "properties"
Under the "compatibility" tab tick the box that says "Run this program as an administrator"
Click "apply">"ok"

5th Step
Open SGDK2, the editor will work, but to run projects you have to reset the source code for some reason...
Click file>reset source code>default SGDK2 project
Then run the project and it should work.
ENJOY!