HP has not posted any kind of alert about this on its website, but HP's existing ROM and Firmware updates are not compatible with the Vista operating system and they will not install from a Vista machine.  You must use an XP machine to install these updates. 

See my article entitled, ROM and Firmware updates, to get pointers about installing ROM and Firmware updates to Pocket PCs.

Addendum Added 9/30/07:

HP has posted an alert to their website for at least one of their IPAQs:

Advisory: HP iPAQ rw6818 and rw6828 Multimedia Messenger Series - Upgrading the ROM May Cause Device Failure Unless Using Windows XP

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