In Windows XP turn on the folder option to "Show hidden files/folders"
Many files of interest are located in your equivalent of:
C:\Documents and Settings\[user name]\Application Data\Adobe\Photoshop\[x.x]\Adobe Photoshop [x.x] Settings
Once you have installed CS2 under Vista, shutdown PS. Then replace the files created by the CS2 installer in the above folder with the ones from your current configuration. This should take care of Preferences and actions.
Just to be on the safe side saving each action set in your Actions Palette as an .atn file would not be a bad idea.
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In addition to the above files don’t forget:
* Custom texture, brush, tool preset, gradients, java script files, etc. you have created or downloaded from the net
* Plugins (downloaded or purchased)
Good luck with Vista.