First, make sure you are an administrator - that's not always easy in Vista...
Second, You can have multiple instances of SQL 2005 installed - for example, the Business Contact Manger that comes with some versions of MS Office will install an instance. You may need to remove all of the instances.
Finally, there are multiple components related to SQL Server that can interfere with an install - the most common one is MSXML. You may want to try uninstalling that from add/remove in addition to SQL Server itself before trying your reinstall. The reinstall would add it's expected version back in.
You reinstall attempts should have created a log file (the installer will tell you where to find the file). This log may tell you exactly what is interfering with the install...