I have had people ask me this question a couple of times, and I figured I would post a quick note on how to do this. You could start by looking at the SDK article devoted to the PushButton control. You will notice that the PushButton control has an ElevationShield attribute.
By setting this flag in the PushButton control's attributes, it will cause the elevation shield to display on Windows Vista systems. Generally, your install will have a "Ready to Install" dialog with a Next or Start button on it. This is a good place to have the elevation shield. You would set the attributes flag as such:
1 - Visible
2 - Enabled
8388608 - ElevationShield
The total for the attributes column would be 8388611. Most of the recent versions of the commercial setup products will set this attribute for you with a simple checkbox producing a dialog similar to the following on Windows Vista: