I have not yet used Vista yet (considering buying a 1520 with Vista soon), but I don't think it is radically different than XP or other versions of Windows and that means that you usually have to Install all the applications (games are applications) that you load on the machine. You have to run the Install that each application comes with. You can not simply copy the Games directory because a lot of stuff happens to the Windows registry when you do an Install, and just copying the directories will bypass that important step of loading data about the program into the registry - in most cases (some apps don't have Installs and in that case what you are doing will probably work).
Are you a former Mac user by any chance? Because you can do that on a Mac.