The fifth and final installment...
NetDDE -- For security reasons/reduction of attack area, Windows Vista does not support NetDDE. (NetDDE was disabled by default on Windows XP SP 2 and Windows Server 2003.) Regular DDE is still supported. NetDDE is a technology that allows applications that use the DDE transport to transparently exchange data over a network, see http://support.microsoft.com/default.aspx?scid=kb;en-us;125703 for details.
AppInit_DLLs -- For security reasons, Windows Vista does not support AppInit_DLLs, which is a registry key that specified a DLL to load into every process (a popular feature with spyware writers). The complete key is HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Windows\AppInit_DLLs. Instead, there’s a new key HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Windows\LoadAppInit_DLLs, which can only be set by administrator-level applications. (Just because the user is an administrator doesn’t mean your program runs with administrator rights, see security section for details).
JPEG wallpaper -- Windows Vista supports the JPEG (*.jpg) file format for desktop wallpaper. We are interested in learning of cases where JPEG wallpaper stretches differently from BMP wallpaper, or behaves differently over terminal server.
PNG icons -- The icon file format (*.ico) now supports PNG images in addition to the older BMP-style icons; many Windows Vista icons use the PNG variant. Consider testing tools that view or edit icons files.