If your application relies on these APis then it will have issues on Vista due to the change in TCP/IP stack change.:

PacketFilterExtensionPtr
IOCTL_PF_SET_EXTENSION_POINTER
IOCTL_IP_SET_FIREWALL_HOOK 
FreeIprBuff
IPAllocBuff
IPFreeBuff
LookupRouteInformation
 
I have also seen a lot of firewall apps calling internal Apis of tcpip which will be broken now on Vista.

Information of the new TCP/IP stack

http://www.microsoft.com/technet/community/columns/cableguy/cg0905.mspx

Good article:

http://www.vistadiscussions.com/networking-related/135-tcp-ip-changes-taken-newsletter.html