Pardon me for talking to myself here, but in case this helps somebody...
I have made some progress on the browser history problem. I was able to change the location of the history folder by editing this registry key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders\History
I backed up the original value, then changed it to the folder I was using for history in XP (I had changed both the cache and history folders from their default locations in XP. The Vista installed honored my old cache folder location setting, but not the history). After logging off and on again, history is now functional, in both IE and in Windows Explorer, too -- this was not working before, either.
I've since looked at...