I'd the same problem with Vista Ultimate and AutoCAD 2008, SEVERAL problems.
I've fixed this with adding the next registry entries (Copy & Paste to a txt file, replace the "@USERNAME@>>" string to your actual Windows account name, rename it to name.reg, and import into the Windows Registry):
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders]
"!Do not use this registry key"="Use the SHGetFolderPath or SHGetKnownFolderPath function instead"
"Local AppData"="C:\\Users\\@USERNAME@\\AppData\\Local"
"My Video"="C:\\Users\\@USERNAME@\\Videos"
"AppData"="C:\\Users\\@USERNAME@\\AppData\\Roaming"
"My Pictures"="C:\\Users\\@USERNAME@\\Pictures"
"Desktop"="C:\\Users\\@USERNAME@\\Desktop"
"History"="C:\\Users\\@USERNAME@\\AppData\\Local\\Microsoft\\Windows\\History"
"NetHood"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Network Shortcuts"
"Cookies"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Cookies"
"Favorites"="C:\\Users\\@USERNAME@\\Favorites"
"SendTo"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\SendTo"
"Start Menu"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Start Menu"
"My Music"="C:\\Users\\@USERNAME@\\Music"
"Programs"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Start Menu\\Programs"
"Recent"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Recent"
"CD Burning"="C:\\Users\\@USERNAME@\\AppData\\Local\\Microsoft\\Windows\\Burn\\Burn"
"PrintHood"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Printer Shortcuts"
"Startup"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Start Menu\\Programs\\Startup"
"Administrative Tools"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Start Menu\\Programs\\Administrative Tools"
"Personal"="C:\\Users\\@USERNAME@\\Documents"
"Cache"="C:\\Users\\@USERNAME@\\AppData\\Local\\Microsoft\\Windows\\Temporary Internet Files"
"Templates"="C:\\Users\\@USERNAME@\\AppData\\Roaming\\Microsoft\\Windows\\Templates"
"Fonts"="C:\\Windows\\Fonts"
Good Luck!
Brian.