I have an app modified to take into account the UAC in VISTA.
So, now, the .mdb (JET or Access file) is located in ProgramData\\MyApp\\
I realized that when
I have had trouble here as well, it seems vista once is decides to virtualize the file, the only way to stop it is to delete the virtual file. The next time you use it, it will use the ProgramData folder.
Most likely you'll need to set write permissions for all users during installation.
To test, delete the virtualized folder, manually set the permissions on the ProgramData\MyApp folder and files and see if that works.
As for how to do that pragmatically during installation, that really depends on what technology you're using.