If you go to the Adobe Reader 8 download page and are running Windows Vista, it will detect it provides a link labeled as compatible with Vista.

I ran into a little glitch that I started noticing just the other day when installing applications. The installers for the last two Vista compatible applications I installed (including Adobe Reader 8) kept telling me to close Windows Explorer even though no IE7 or Windows Explorer file listing window was open. I had to go to Task Manager, end the Explorer process, and lose the GUI menus to complete the installation. Since I had no GUI after the installation, I pressed Ctrl-Alt-Del to get the Vista task chooser and forced a restart.