ArcGIS 9.2 is not supported on the current Windows Vista release. ESRI is currently working to support this with ArcGIS 9.2 Service Pack 2 and later service packs. ArcView 3.3 WILL NOT be supported. For more information:
http://support.esri.com/index.cfm?fa=knowledgebase.techarticles.articleShow&d=31074