Vista is different. For one thing there is UAC, part of Vista's security, this is UAC:
You: Try to copy a file somewhere Vista doesn't think you should.
UAC: You will have to confirm this action.
You: Ok, Whatever.
UAC: Do you want to copy the file you just tried to copy?
You: Erm, yes....
And then, after you had to click your mouse those extra times, it makes you wait further by estimating just how long it is going to take to copy that 1k text file to another location, then copy it.
For the "Access Denied" thing thing, try running the program as Administrator, right click the program, "Run as Administrator". I was trying to play Generals Zero Hour in Vista but it wouldn't work until I did that.