No, this also happens in classic mode. It seems there are a few changes that have taken place that affect DNN.
Now, having said that, with updates over the last few months to Vista, most of the problems have "gone away". If I do a clean DNN install on a clean install of Vista, I have to tinker with the IIS settings to get the site to work...
HOWEVER, if you patch up Vista with all the updates, if you create a new DNN site (with the app mode set to Classic, of course), this is the only problem I've run into.
I should also state that I never did get DNN running in integrated mode, but I haven't tried since the release of Vista.
Thanks, Greg