I think the point rojash is making (in his subtle way) is that many people who offer dodgy copies of Vista on the internet actually include viruses and other nasties hidden inside the code.
You download what you THINK is a only copy of Vista, but hidden inside it is a keylogger.
You install Vista, but also install the keylogger. With the keylogger running EVERYTHING you type into your computer is saved and then sent a server.
This includes your userids, passwords, credit card details, bank details and so on.
This information is then used by hackers and criminals to empty your bank account or log on to web sites as you and do all sorts of nasty things.
Not worh it.