I encountered a few hiccups while installing Allegro on Windows Vista.

Everything compiled fine for both dynamically and statically linked versions of Allegro for the debug , optimised , and profiling versions of the Allegro Library.

I did have a few problems with the installation though , nothing too serious.

When I was installing Allegro , make install failed to copy the allegro libraries to the Windows\System32 folder while installing on Vista for the dynamically linked debug , optimized , and profiling versions of Allegro. Apparently in Vista they've made some sort of provision about copying things to the Windows\System32 folder so it denied access to copy into those folders.
Here's an annotated version of the cmd console output while building Allegro :

Allegro compile\install log on Windows Vista

--------------------------------------------
I thought that maybe mingw32-make wouldn't have permission by itself , so I tried again by entering the copy command myself , but it still failed.

c:\mingw\allegro\lib\mingw32>copy .*.dll c:\Windows\System32
.\alld42.dll
Access is denied.
.\alleg42.dll
Access is denied.
.\allp42.dll
Access is denied.
        0 file(s) copied.

c:\mingw\allegro\lib\mingw32>

----------------------------------------------
I had to use explorer to copy the three dll's over to the Windows\System32 folder.
Even then , I had to give administrator permission before it would copy them and then I had to say it was okay to continue again. Vista is a little paranoid , I think.

[Separate side topic]
While I was getting MinGW ready to compile on Vista , I couldn't get things to compile right away. I decompressed all the .tar.gz files into C:\mingw , set my path using "path c:\mingw\bin;%PATH%" and tried to compile some simple c and cpp files. It kept telling me that there was a mingw installation error and it couldn't find cc1.exe or cc1plus.exe. I had to alter the path again so it could find those files and then it compiled plain c and cpp source files okay after that.
So I used this to fix the PATH variable instead :
"path c:\mingw\libexec\gcc\mingw32\3.4.5;c:\mingw\bin;%PATH%"
(That's a line I use in a batch file that runs when I open a specialized cmd interpreter)
(cc1.exe and cc1plus.exe were in the 3.4.5 folder)
Just a note in case anyone else encounters that at some point.

I would disable UAC if I were you. It will just annoy you to no end.

It's well known that MinGW is broken under Vista. Adjusting the path fixes most things, but you still cannot do things such as compile files on secondary drives.

Trent also has been using mingw for developing Allegro 5 for months, so it can't be totally broken.

I didn't say it was totally broken. The path system is broken due to a horrible design by the MinGW people.

http://aarongiles.com/?p=199:

It's possible to work around it by adding extra files to the paths, by copying MinGW libraries all over the place, and other annoyances. Some of these things you may get for free from an IDE (or they might even be updated to work around the MinGW bug), so you might not notice all the problems.

The cmd line interpreter I was installing Allegro from was started from an Administrator account , apparently it doesn't have the same permissions as explorer.

What does UAC stand for? Is there a control panel setting for it somewhere?
Vista asks whether I want to give permission for more than a few different kind of tasks.

When I got Code::Blocks installed and tried to compile a simple c or c++ source file this is the same error and same solution that I used to fix it.

Thanks for the informative link , it'll be useful.

M$ bought them out and rebadged it trying to hide the fact that they didn't develop the gateways to hell themselves.