Yeah this is blizzard's mistake, they should make their patcher ask for admin rights in Vista.

For those who dont know this yet, the UAC feature in Vista is awesome. You can log in as a administrator but when doing your regular work you dont have admin rights, but once a program tries to do a thing that requires admin rights the UAC prompts the user asking if this program can have admin rights. (If the user that is logged in is not an admin it asks for login and password of an admin account). This way you beat alot of viruses and trojans.

So whenever you do something like patching, installing etc. and it fails. Try again with "Run as admin".

This feature can be disabled but I strongly advise to keep it on!