ClickOnce gets a reasonable amount of recognition, at least in the .NET world as a simple, tightly integrated but most importantly an effective mechanism to deploy .NET applications. With every new release of a major Microsoft platform, such as Vista, it seems to be always fraught with compatibility hurdles and often user experiences expose work arounds that are as yet undocumented. Brian Noyes as a nice blog that explains the impact of UAC or User Access Control and how this effects Front Page Extensions that are used by Visual Studio in order to publish your ClickOnce applications. I'd recommend a look at his posting here.
Update: InfoQ reports that the issue Brian Noyes talks about is likely to be resolved in the upcoming Orcas release.