According to the <a href="http://www.microsoft.com/sqlserver/2005/en/us/system-requirements.aspx">microsoft web site</a>:
SQL Server 2005 on Windows Server 2008 and Windows Vista
In an effort to provide customers with more secure products, Microsoft Windows Server 2008 and Microsoft Windows Vista are supported by SQL Server 2005 Express Edition Service Pack 1 (SP1), and for all other editions will be supported by SQL Server 2005 Service Pack 2 (SP2) or later when it becomes available. Earlier versions of SQL Server, including SQL Server 2000 (all editions including Desktop Engine edition, a.k.a MSDE), SQL Server 7.0, and SQL Server 6.5, will not be supported on Windows Server 2008 or Windows Vista. Customers running applications with these earlier versions of SQL Server should consider evaluating and upgrading to SQL Server 2005, which was designed to take advantage of the upcoming security and performance enhancements in the operating environment.
Installation Requirements
SQL Server 2005 requires Microsoft SQL Server 2005 Service Pack 2 (SP2) to run on Windows Server 2008 and Windows Vista SP1. You must first install the full release version of SQL Server 2005 before you can apply SP2.
For more information about installing SQL Server Express SP2, see the SQL Server 2005 Express Edition SP2 Readme.
Note: SQL Server 2005 Express Edition SP1 can be installed on Windows Vista but has known issues with User Access Control. Service Pack 2 is the recommended patch level for Windows Vista RTM support. SQL Server 2005 Express Edition (SQL Server Express) SP2 can be used to install a new instance of SQL Server Express SP2.
Earlier versions of SQL Server, including SQL Server 2000 (all editions including Desktop Engine edition, a.k.a. MSDE), SQL Server 7.0, and SQL Server 6.5 are not supported on Windows Server 2008 or Windows Vista. SQL Server 2005 is not supported on Windows 2008 Server Core. Customers running applications with these earlier versions of SQL Server should consider evaluating and upgrading to SQL Server 2005, which was designed to take advantage of the upcoming security and performance enhancements in the operating environment.
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SQL is a Microsoft database. Microsoft products usually are compatible or are the first to provide compatibility patches to their operating systems.
More help can be provided if you specify what “sql programs” you want to install.
According to the Microsoft article only SQL 2005 can be installed on Vista. Previous versions are not compatible.
But, “SQL programs” does not necessary mean “Microsoft SQL Server”.