You have to love the way Apple describes how well iTunes works with Microsoft Vista. iTunes 7.0.2 may work with Windows Vista on many typical PCs (my emphasis). If you are in fact running into issues where you get an error that the music you purchased wis not authorized for your computer, head over to Apple where a fix has been posted. The iTunes Repair Tool for Vista 1.0 will repair permissions for important files required by iTunes to play your iTunes Store purchases.
If you haven’t installed Vista yet, Apple recommends that you wait until after the next release of iTunes which will be available in the next few weeks. If you cannot wait, Apple has provided instructions on how to minimize issues.