If you use RunAs (starting applications with different credentials) then you have probably noticed that this option is missing in Vista SP1. To start applications with the RunAs you need to use the cmd-line based command:
%windir%\system32\runas.exe /user:domain\user "<Path>\Application.exe"
If you are used to the Windows XP feature with right clicking an application and choose runas then you can get an addon to Vista to have this functionallity. The application (ShellRunas) is developed by Mark Russinovich and is found here: Link
ShellRunas works on Windows XP, 2003 server, Vista and 2008 server and you need to register the functionallity with running the command: