Vista requested that I move wow to a public folder, would I like to do this yes/no.
I selected no.

The game installed just fine.

Occasionally, with a patch (I symlink), I need to copy the wow.exe from the patched folder to the copied folders before they will run.
In the case of Wrath, this was not the case. The Wrath install updated my original install fine, and the symlinked copies run the game fine.
Each instance of wow from keyclone got the eula agreement screen, clicked each fine and have not seen them since.

The 2 hour queue to log in kind of stinks, but that's down to 90 mins on average now.