Visual Studio 2005 Service Pack 1 release notes, Installation Issues - Windows Vista
Note that you should download the Visual Studio 2005 SP1 and then right click on the file and choose "Run as administrator" - failure to do so may result in the slow running of the SP1 installer followed possibly by a silent setup failure.
Installation Issues – Windows Vista
Installation on Windows Vista requires elevated privileges:
If you are installing Visual Studio 2005 SP1 on Windows Vista, we recommend that you right-click the SP1 executable and then select Run as administrator. Alternatively, you can launch the executable from a privileged console window.
Setup dialog box fails to appear:
The verification that occurs under User Account Control (UAC) with all installations delays the appearance of the initial setup dialog box. Delays of more than one hour have been reported.
While we're at it, Visual Studio 2005 Service Pack 1 Update for Windows Vista also needs elevated privileges.