Where can I put my Merged Application on Vista?

It depends!

First it is important to note that the first supported version of 4D for Windows Vista is 2004.6r2. (not 2004.6 or before). If you are not using 4D 2004.6r2 you will experience issues that are not discussed in this Technical Tip and this is not supported.

Second, do you have User Account Control (UAC) turned on?

https://technet.microsoft.com/en-us/windowsvista/aa906021.aspx

It is turned on by default, so unless you turned it off explicitly it is probably on.

With UAC turned on, files placed in "Program Files" are read-only. This means if your application is placed there, you cannot make changes to it. (i.e: Lists cannot be updated.) The structure file and data file will be read only. If this is not acceptable, the merged application must be installed elsewhere.

With UAC turned off, You can put your application anywhere you wish. Normally the merged application and required files (example: plug-ins) would go in 'Program Files' and the data file would go in 'Program Data'.