Have you tried setting up a fresh install of DNN on your Vista system just as a test to be sure you've got all the permissions correct? Once you get that working then you'll know the stumbling blocks you might run into with the site transfer.

I haven't tried with Vista yet but this is generally what I do when I go from our 2003 server to my XP setup and I can't see it being any different.

1. Restore a database backup from the SQL 2000 server to my local SQLExpress
2. Make sure the correct user account has permissions to the database (even if they're the same name you usually have to remove and re-add as the restored user is actually pointing to the server).
3. Open the portalalias table and change the site to point to localhost/<sitename>
4. Copy the site into a directory on my local system and give the necessary permissions to NETWORK SERVICE
5. Change the connection strings in the database to point to the local SQLExpress install.
6. Setup the virtual directory in IIS.
7. Cross my fingers (and maybe sacrifice a chicken for good luck) and browse to the site.

Blake - I have existing DNN installs working fine in Vista. What issues are you running into? What version of DNN are you trying to setup and are you getting into problems setting up the permissions or something else? 
I know that out of the box, Vista uses the "integrated" pipeline mode which needs to be switched to classic (this is with regards to the application pools). Since I have other sites that are able to use the integrate mode, I setup an additional app pool which is set to classic mode and set my virtual directories to use this folder.
The other thing that I remember running into with Vista was setting up my virtual directories as Applications - this is different from IIS 6 (XP and 2003).

Sanjay