I'm not sure if it's a Vista or IE7 bug but I can't install the SSL certificate for our Citrix Access Gateway. Exporting the certificate from an XP machine and importing it in Vista does the trick.

Version 10 of the Citrix client (including the web client) works in Vista:

http://www.citrix.com/English/SS/downloads/details.asp?dID=2755&downloadID=164538&pID=186