Vista will virtualize your save games as a security measure to prevent you from messing with them, if you installed the game to C:\program files\... Basically Vista has hidden your savegame files from you because it considers you a security risk. There are various ways to find them again but not real simple if you are not familiar with vista. Google "show compatibility files".
here is an example link that explains this.
UAC (user account control) can be disabled which will allow you to do things as if you were using XP operating system. Google "UAC disable" -
here is one link with explanation of how to disable it. You can find more easily.
If you don't want to disable UAC you can get around it by installing games somewhere other than c:\Program files\. For example, I install games to C:\MyGames.
I suggest you brush up on vista a little, if you are stuck with it.