One thing I noticed today was that I couldn't launch Cisco's ASDM from my laptop running a clean install of Vista SP1. I noticed the same error on my desktop at work as well, right after login, I'd get this:
ASDM is unable to continue loading. Click OK to exit from ASDM.
Unconnected sockets not implemented.
I was trying to connect to an ASA5505 and an ASA5510, both running 8.0(2) and ASDM 6.0(2). Well after half an hour of research, and not finding a fix, I started troubleshooting on my own. I found the problem to be the Java runtime version I was using. It seems ASDM is incompatible with JRE 6u10. I uninstalled it and installed JRE 6u7 and then ASDM came right up with no errors.
So there you go, if you're running Vista SP1, ASDM will not work with JRE 6u10, try 6u7 instead.
I had a question about where to download JRE6u7, so here it is:
Go to this page, and click the "Download JRE" link, then select your platform and language, and you should be presented with the online and offline installers.
Also, remember to disable automatic updating of your Java engine by going to "Control Panel" > "Java" icon > "Update" tab > and uncheck "Check for updates automatically". The "Java" icon appears in the control panel only when it is in "classic view", both in XP and Vista.