Grr, I'm trying hard not to jump on the band wagon of Vista haters. I've had a lot of trouble getting digital certificates issued to me from the like of VeriSign and Comodo. They worked fine on XP but would never work on Vista. To get my certs on Visa I'd have to fire up the XP virtual image, make the request on XP, and then export the certificate to my Vista machine and it worked after that. I never understood what the problem was until I setup Certificate Services on my domain and tried to request a cert on Vista via the website. That's the problem the website.
Apparently Certificate Services uses and ActiveX control for web based certificate enrollment called Xenroll. Well, Microsoft deprecated that in Vista and it isn't supported. Vista uses a new web based certificate enrollment called Certenroll. I have not yet bothered to read up on what the differences are. To get Visa to work, you have to upgrade the website on your Certificate Services machine to support Certenroll.
Here is the KB article detailing this: Microsoft Knowledge Base Article 922706
Tom Hundley
Elegant Software Solutions