The only way developers can avoid the Vista Unidentified program message is by signing their application. For many small developers signing can be a very expensive solution.
The approach I am adopting is to add a Read Me dialogue to the msi package immediately after the Welcome as follows:-
INSTALLATION ON VISTA
If you are installing on Vista you may get the following message
An unidentified program wants access to your computer
Unidentified publisher
This is a message from User Account Control which is part of Vista intended to stop viruses and other undesirable programs from being installed. Please confirm that you want the program to run (that is if you trust me!)