Cruise control works quite nicely on Vista right up to the point where you do something that requires elevation.
In addition to the location where the source is stored, your build user will also need access to
ASP.Net
'C:\Windows\Microsoft.NET\Framework\v2.0.50727\Temporary ASP.NET Files'
DebuggerVisualisers
C:\Program Files\Microsoft Visual Studio 8\Common7\Packages\Debugger\Visualizers
VSIP Packages
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\VisualStudio\8.0Exp
Found these don't want to forget them :)
http://blogs.conchango.com/johnrayner/archive/2006/08/24/Setup-of-our-continuous-integration-build.aspx
http://dotnet.org.za/cjlotz/archive/2007/04/04/part-1-continuous-integration-using-msbuild-cruisecontrol-net-fxcop-nunit-ncover-subversion.aspx
http://brennan.offwhite.net/blog/2006/11/30/7-steps-to-msbuild/