May someone tell me if running the exe on Vista with UAC turned out requires Administrator Privileges.
That will depend on where you installed Fallout3.
If you installed to the default location (C:\Program Files\Fallout3\, or something like that), then yes...you'll most likely need Admin Privileges to install it.
If you installed to a folder that is NOT protected (C:\Games\Fallout3\), then no, you shouldn't need Admin Privileges.
... I think...