On my new Vista system, I was trying to install some software from a vendor that I trust. The problem is, the vendor doesn't really write software for the general public, so it's very tightly packaged to try and make it idiot-proof. Unfortunately, I would receive a DEP exception every time I would try to run the installer. I went to the DEP protection configuration screen (Start + Pause | Advanced | Performance Settings | Data Execution Prevention), and that is either an "all programs are protected" or "don't check these applications" choice. To make matters worse, I tried to add msiexec.exe to the exception list, and it wouldn't let me do it. So I had to disable DEP altogether.
In order to totally disable DEP, I used this command from tech-recipes:
bcdedit.exe /set {current} nx AlwaysOff
My application installed perfectly. As a side-note, You can re-enable DEP with this command:
bcdedit.exe /set {current} nx AlwaysOn