The following are some Vista screenshots

Vista detects that Othello needs Administrator privileges, so it pops up the UAC (User Account Control) box to request the necessary privileges.

The application is signed by the University of Waterloo using Authenticode, and Vista displays that trust. Authenticode is used extensively in Vista and in Internet Explorer. Firefox does not assure you of Authenticode signatures.

A freshly installed Windows XP or Vista system will report nothing suspicious found, because all the applications are signed by Microsoft. As you begin to add your favourite applications, the non-Microsoft list will increase. Whether those new applications use Authenticode or not will depend on the vendor. But the technology is becoming more popular, and users will probably demand it as Windows support becomes more pronounced.