With Vista has everyone here launched the optimizer from an Explorer session that has elevated privileges?
With my experience running Vista, the speed test may say the machine has not been optimized even when it has. The TCP settings get modified, but when running the speed test from a session that does not have elevated priviledges, you may get an indication that says it has not been optimized.
To run the optimizer on a Vista box do the following.
Right Click on the Internet Explorer Icon and select run as administrator, and the optimizer works much better.