Possibly the most annoying 'feature' of Vista is this new prompt that, whenever you attempt to access anything that makes a system change you are prompted with 'Windows needs your permission to continue'. You must then click 'Continue' to well, continue.

Personally I think this feature is pointless, as it's only set to annoy tech types who know what their doing, and provide home users who don't with another dialog they'll mindlessly click 'Continue' on anyway. You can get more information on UAC here.
There are two methods that I know of for disabling UAC. The first method works on all editions of Vista, the 2nd method will only work with Business and Ultimate.
For Business and Ultimate editions only.
And that's the end of being asked 5 times whether you want to create a folder in the Start Menu.