Windows Vista has a redesigned approach to handiling RAW image files produced by digital cameras. Recently, also Canon released a codec that is compatible with Vista. The Canon codec is downloadable directly here, but also Vista's Windows Photo Gallery suggests that you download appropriate codecs if it notices files of recognized RAW formats.
I have noticed a problem with the automatic codec download feature, at least in my case (Canon 350D, .CR2 files) the automatic process ends up to this page, claiming that the codec would not be available yet:
Canon RAW Codec
Download
A codec for this file type (see the Note below) is not yet available.
Your patience would be appreciated.
Note:
A Canon RAW Codec is available for RAW data files with a “.CR2” extension.
Please refer to the list of supported products below.
EOS-1Ds Mark II
EOS-1D Mark III
EOS-1D Mark II N
EOS-1D Mark II
EOS 5D
EOS 30D
EOS 20D
EOS 400D DIGITAL
EOS DIGITAL REBEL XTi
EOS Kiss Digital X
EOS 350D DIGITAL
EOS DIGITAL REBEL XT
EOS Kiss Digital N
However, it is available and working fine if you download and install from here! Room for improvement in the Canon support for Vista :)