The Vista validation suite tries to detect issues with your setup that would prevent it from passing the Certified for Windows Vista procedure. If you don't plan to have your product certified, it's still good practice to follow the Vista certification guildelines to some degree. So you should carefully consider each of these validation messages, and then decide which one to fix and which to ignore.
If your setup isn't digitally signed, your customers will see the UAC prompt with a yellow banner and the warning that an unknown application is trying to access their system. If it's signed, the banner will instead be grey and the diakog will show your company and product name. See also http://windowsvistablog.com/blogs/windowsvista/archive/2007/01/25/accessible-uac-prompts.aspx
