I have determined this so far:
The installer has to determine the OS
If Vista and not adminstrator
Stop installation with a messagebox "Right click and run as adminstrator to proceed" ( to allow to install ocx's dll's )
Don't install runtimes
Vista and xp, win2k etc
Find the correct path to your data files and make a folder for your program
Install the files your program needs on start to this folder (.ini files etc)
Install your exe to Program Files

looks like the installer will have to be able to be edited easily.
Next thing i need is a way to determine if adminstrator as started installation
Anybody know?