You should not need to install any software. when you attache the camera and turn it on, Windows explorer should see it. When it is found all you need to is drag the files from the camera to a folder on your hard drive.
Nothing may happen automatically. You have to actually open the folder on the camera that contains the pictures. Open Computer. Do you see an entry for the camera? I don't have Vista running right now, but it has special functionality for handling cameras. Maybe someone else can provide details.
The fact that nothing happens automatically doesn't mean there's a problem. It just means you'll have to click on a few more things to start the transfer process.
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