That's Windows Defender being the most retarded thing every created by Microsoft. All Windows Defender does is piss users off and makes me want to punch Microsoft!
It did that to me too despite the fact I was the bloody f***ing administration. Vista thinks Osu is a bad program and bad things will happen if you run it. Well Windows Defender is worse than AVG, IT DOESN'T KILL S***! What you need to do is disable or 'KILL' Windows Defender.
I just got to remember how I did it.
EDIT: In the Control Panel under 'Security', in 'Other Security Settings', turn 'User Account Control' off. Windows Defender is now dead and you can start liking Vista.