When installing the Data Collector under Windows Vista, you will be asked for permission to disable User Account Control (UAC). You should respond “OK”.
After installation, you can re-enable UAC from the Control Panel (under “User Accounts”).
How to disable UAC manually:
From the Start menu, select "Control Panel".
Select "User Accounts".
Select "Turn User Account Control on or off".
Uncheck "Use User Account Control (UAC) to help protect your computer".