Your problem is very weird. I installed WoW two days ago, I then upgraded to
version 1.4.0 enUS, then to 1.12.0 enUS, then patched to 1.12.1 enUS. It all
went fine, it just took me over 35 minutes to finish the whole installation
plus the updates! (seriously).
Did you try right-clicking your Installer on Disk 1 (if you have the CD
version) and running as "Administrator" and "Windows XP with Service Pack 2"
Compatible mode?
Try to do that with most of the applications you try to install under Vista,
as many of them are poorly written for installation instances and Vista just
doesn't like when they try to go under the table without telling...