One of the problems I've had with Vista is the fact the SonicWall VPN Client doesn't work with it and SonicWall haven't released a new version for Vista. Well they've finally got their arse in gear and released a beta version of the VPN client.
Send an email with “subscribe” as the subject of the email to firstname.lastname@example.org if you’re interested in participating in the beta program.
It kind of works for me, although after a while Vista complains that two PCs are connected to the network with the same IP address. Then everything falls apart. Restarting the VPN client and my wireless connection fixes the problem.
Addendum (28th October) - The SonicWall VPN client for Vista is now out of beta and it is all working fine for me now.