I have ordered a Vantage Pro and will I have any problems with Weatherlink running on Vista?
Probably no more than Vista has running itself.
What version comes with the station?
If not the latest, you can always download it. The VP2+ I purchased a couple of months ago came with 5.7.1.
How long does the data logger retain data before it overwrites?
That depends on your chosen archive period.
"The Data Logger stores up to 2560 archive records (one 52-byte record per archive interval) for later transfer to your
computer."
Therefore, a one minute interval would store for 42.67 hours. 5 minutes/8.89 days, 30 minutes/53.33 days, etc.