Then have a look at this tech support note:
Problem Note 20402: SAS® 9.1.3 and SAS 9.2 Phase 1 products supported under Vista

Or read below ;-_

The following SAS^® 9.1.3 and of SAS^® 9.2 Phase 1 products are supported under Windows Vista. Following this list you will see information about supported Windows Vista flavors and modes and support of specific SAS and Windows products.

• Base SAS^®
• CGI Tools for the Web Server
• SAS^® Data Quality Server
• SAS^® Drivers for JDBC
• SAS^® High-Performance Forecasting
• SAS^® Integration Technologies Client
• JMP †
• SAS^® Drivers for ODBC
• SAS OnlineDoc^® for Windows
• SAS OnlineTutor^® Basic and Intermediate SAS Programming
• SAS OnlineTutor^® Advanced Programming
• SAS OnlineTutor^® Business Intelligence
• SAS Power and Sample Size
• SAS^® Providers for OLE DB 9.1.3
• SAS/ACCESS^® Interface to DB2
• SAS/ACCESS^® Interface to ODBC
• SAS/ACCESS^® Interface to OLE DB
• SAS/ACCESS^® Interface to Oracle
• SAS/ACCESS^® Interface to PC Files ‡
• SAS/ACCESS^® Interface to Sybase
• SAS/AF^® software
• SAS/ASSIST^® software
• SAS/CONNECT^® software
• SAS/ETS^® software
• SAS/FSP^® software
• SAS/Genetics™ software
• SAS/GIS^® software
• SAS/GRAPH^® software
• SAS/GRAPH ActiveX Control
• SAS/GRAPH Java Applets
• SAS/IML^® software
• SAS/INSIGHT^® software
• SAS/IntrNet^® CGI Tools
• SAS/LAB^® software
• SAS/GRAPH^® ODS Graphics Editor
• SAS/OR^® software
• SAS/QC^® software
• SAS/SECURE™ software
• SAS/SHARE^® software
• SAS/SPECTRAVIEW^® software
• SAS/STAT^® software
• SAS/TOOLKIT^® software

Under SAS 9.1.3, the following Windows Vista 32-bit editions are supported in workstation and server mode:

• Enterprise
• Business
• Ultimate

Under Phase 1 of SAS 9.2 (TS1M0), the following Windows Vista 32-bit and x64 editions are supported in workstation and server mode:

• Enterprise
• Business
• Ultimate

Note: Neither SAS 9.1.3 nor SAS 9.2 support installation under any Windows Vista home edition (Premium or Basic).

To install SAS 9.1.3 on Windows Vista, you need SAS Installation Kit, Rev: 20 through Rev: 33, and you must run the SAS installation through the Program Compatibility Wizard. For the installation of SAS 9.1.3, Rev: 34 and later, you do not need to run the SAS installation through the Program Compatibility Wizard. No specific Rev: number is needed to install SAS 9.2 on Windows Vista. For more information about installing SAS 9.1.3 on Windows Vista, see SAS Note 20430,”Support and installation of SAS 9.1.3 SP4 on Microsoft Windows Vista.”

†JMP Version 7 is supported on Microsoft Vista. See SAS Note 19259, “JMP on Microsoft Vista” for information.

‡SAS/ACCESS to PC Files is supported under Vista. SAS/ACCESS to PC Files supports up to and including Microsoft Office 2003. However, there is NO support for Microsoft Office 2007. For more information, see SAS Note 19774, “SAS® 9.1.3 SP4 for Windows does not support access to Microsoft Office 2007 Excel and Microsoft Access 2007 with cetain SAS/ACCESS® software.”

Only SAS^® Enterprise Guide^® release 4.1.0.1000 and higher are supported under Microsoft Vista(TM). All previous releases are not supported. To check your version number in SAS Enterprise Guide, click Help ► About^® SAS Enterprise Guide. This release is available from Revision 37 and higher. You can verify the revision number on the outside of the SAS Installation Kit. For more information, see SAS Note 18697, “SAS® Enterprise Guide® 4.1.0 and earlier releases are not supported under Microsoft Vista; SAS® Enterprise Guide® 4.1.0.1000 supported under Vista.”