Unfortunately if you have a new Vista PC, and you try to use the web enrollment pages (certsrv) hosted on a Windows Server 2000 Certificate Authority (CA) or a Windows Server 2003 CA, you won't be able to enrol for a certificate (indeed if you're using Windows Server 2003 SP2 you get a message to that effect).

If you are in a domain environment, then you may be able to get around some certificate issuance via user or machine auto-enrollment. Otherwise you need to perform manual certificate issuance. Alternatively you can setup a Longhorn Server Beta 3 CA, and use the webpages from that installation to allow web enrollment for Vista machines.

Hardly an ideal situation if you ask me!

More information can be found on Microsoft's website.