There are different patching requirements between Xp and Vista.

in XP the patches are stored in the c:\program files\world of warcraft\patches folder

in Vista they are stored in c:\users\public\public documents\blizzard entertainment\world of warcraft

with my symlinked vista install I run the full update update on my main (and test to see if it works OK) and then copy the files whose dates have been modified today (in the wow root folder) to the symlinked directories.