Programs that do not meet the requirements of a well behaved Windows Applications (as defined in the Application Compatibility Guidelines for Windows XP will have a hard time when Windows Vista ships.
An easy way to find out if an application will cause troubles on Windows Vista is to install the Microsoft Standard User Analyzer.
This tool can be installed on Windows XP, Windows Vista and Windows Server 2003. So install the Standard User Analyzer on XP, run your app and see if it violates any rules for secure applications. The Standard User Analyzer will report (amongst other things), bad or improper access to Files, Registry, INI files, Token issues and Security privileges.
So if you are unsure if your apps write to \Program Files or HKLM (which is forbidden on Vista), this is an easy way to find out.