Since the release of Vista people experienced (and report) problems with running WatiN test on a Vista machine. A common way to get it working was to turn of the new User Account Control (UAC) feature in Vista.
James Kovacs found a (lot) easier way to make your tests work and still have UAC enabled: Just add the domain of the web site under test to the trusted sites list of Internet Explorer. This will turn Protected mode off for this site and your WatiN tests will run properly. Thanks James for sharing this info!
For more info visit http://www.jameskovacs.com/blog/RunningWatiNTestsOnVista.aspx