How to update (online update) my "third party" application in Windows Vista?

Hi there,
I'm really concerned about a special issue referencing third party application installation on windows vista. Here is my scenario:
- I develop an app and ship it
- A user somewhere installs the app with the given installer (there
he has to confirm installation and the installer installs the app with
admin rights - if I don't confuse that)
- after a while of using the software an online update is available
- this update wants to override DLLs and maybe INIs in the installation
path of the app (example: C:\programs\thirdPartyApp)
- the attempt fails cause it is not allowd to write these files!
What can I do now? I mean, I don't understand what could be written when and where?
Moreover the app cannot modify INIs after shutting down!!! Imagine, how should I store persistent data after the program session?
Please give me information on that issue. Moreoever is there a kind of "rule-table" available summarizing what is allowed and what is permitted? (Please don't refer to the LUA Bug app, this is not the kind of information I'm searching for)
Thank You so much.
Chris :-)