Thanks for the help, Joe. I can't quite pin down my Vista problem at the moment - unfortunately I don't have easy access to a Vista development machine - but in my app I've got two pages with streamed SL content. I've now implemented the SL prompt/install as a common, separate page with dummy, non-streamed SL, which correctly displays the inline, inplace install prompt when redirected from either of my live pages under XP. Under Vista though, only one of the pages redirects correctly; the other stays on the live page with a script error, even though both pages seem to have the same logic.
Further investigation required on my part. For what it's worth, I'm counting the number of SL-less visitors to my pages, and the number who take up the invitation to do the in-place install. It's difficult to track visitors who can't do the in-place install because they're running Firefox or whatever, or those who download SL to install later, but so far only about 0.3% of visitors are accepting the in-place install. Not a great take-up rate, but this may be a judgement on my content (which is audio-only).