Some users still have problems running Darts for Windows on Vista. I simply hate Windows Vista. The secutity is tight as a ducks a.... The security is so tight that it prevents normal, harmless programs like DfW to run properly even if you are an Admin.
One solution to the problem is the following:

If you get the "Failed to set..." problem do the following:
On Windows Vista [Failed to set data for ''] error occurs on some occasions.
Temporary Solution: Left-click program's shortcut, click Properties and on the Compatibility page, check Run this program as an administrator. The problem is that Vista does not allow DfW to save some settings, even if you are logged in as admin.

The second solution:

• Click the "Start" button
• Click on the "Computer" on the right side to list the disk drives.
• Doubleclick on the C drive
• Navigate to the C:\Program Files\Darts for Windows folder
• Right click on the "Darts for Windows" folder and click on the menu item "Properties" (the last choice in the menu)
• Click on the "Security" tab (no. 3 from the left)
• Click on the user "Users(%COMPUTER_NAME%\Users)" (%COMPUTER_NAME% is the name of your computer)
• Click the button "Change" (or "Edit". I'm not sure because my version of Vista is Norwegian)
• Click in the next window on the same user ("Users(%COMPUTER_NAME%\Users)") and tick the box "All permissions".
• Click "Ok" to save the changes and then "Ok" in the prior window

It should now work :)

If you get an error saying "Error 006: Software protection error", click on this link. Download the small piece of software, unzip the file and run the program. It will flash over the screen for just one second.
Start the program and everything should now be ok.