Some weeks ago, I tried PT 2006 with Vista Ultimate Beta2 Build 5???.
Removal failed for some routine (for PT) items. I looked at some permissions and the items had "Deny" checked for user "Everyone." I unchecked the box and the items could then be removed.
This was either a bug in the Beta or overenthusiastic security policy by Microsoft Vista folks. There were other major irritations involving use of regedit.
I don't intend to test further until I get a non-beta version of Vista (perhaps late 2007 or early 2008).
In the meantime, I will just continue to use XP Pro.