Recently I downloaded a game from Internet forums. It is just one standalone EXE. I want to play it but I'm afraid it will cause any kind of damage. I wonder can I run it 'safely' so it does not have write (or write + read) permission to anything in my hard disk. I am using Vista.

You can run the game with Process Monitor, and view any suspicious activity afterward, you can run the game in a Virtual PC (assuming you have a legal copy of Windows lying around), or you can run the game with fewer privileges by creating a restricted user account.

A virtual machine is the safest way to run "unknown" programs.

If you're not too worried, you could create a temporary user account, not in the administrators group, and run it from that, then delete the account. That will probably be enough protection from all but the most malicious of programs...

If a UAC window pops up, it means the application is asking you to give it unresticted admin access to your machine. Don't.

Although if you don't trust it, it's a bad idea to run it on your physical machine anyway. Even with a limited user account, I suppose the program could still randomly delete user (non-system) files if it really wanted to. I recommend using a sanboxed VM.

You could install Sandboxie ( http://www.sandboxie.com ) and run it in that perhaps?

Creating a limited account as suggested above could be the easiest method though.