A few people have noticed problems with installing old GoDiagram kits on Vista. (Of course there are also problems with installing Visual Studio on Vista. And there are known installation-related bugs in Vista/VS, not involving third-party products such as GoDiagram.)
If you want to install on Vista, you really should use kits of version 2.5.2 or later. Your account needs to be in the Administrator group. You should run the SetupGo....EXE file instead of just installing the MSI file.
In these newer kits, files no longer get installed under "Program Files", but by default under your "My Documents" folder. The LicenseManager also puts license keys in the CURRENT_USER hive of the registry instead of in the LOCAL_MACHINE hive.