Addendum.
The Vista signing seems to be necessary only for exe's run over a network. I'm struggling my way through the certification process this weekend. This is all new ground. I do know that we have installed and run two non-signed applications locally on a Vista laptop and had no problem. But when we access the .exe's over a mapped network drive, we get the certificate warning. So likely it will not be a problem for locally run games after all. MMORPG may be a different issue. But as long as you are not executing remote apps, all seems OK.