The UAC is like a super firewall constantly prompting you on literally everything and every step during installation of many programs. You have to click the allow button like you would with a firewall inplace including the one enabled by default in Vista as well as XP when first installing Windows fresh.
Unlike XP in that regard even after you disable the firewall the UAC is there as a protection against unautorized access of the adminiatrator's account. It's easy to diable however if you are the administrator by simply going into the Control Panel>User Acounts section to switch the new security feature off. For the less Windows savay person installing Vista would be far more annoying seeing that at work.