To get a driving licence there are regulations in every country how to get a permit, do a eye-check, sign up for a theoretical test, do the test, and to perform in front of somebody who’s testing you. If you pass you’ll receive your drivers licence – at some countries unlimited, at others limited for a certain time when you have to show again that you are still able to drive a car.
If you want to write software: go for it. If you want to distribute it, you can go for it . Nobody is testing you if you are able to write software, you don’t have to get a licence, but you may put your customers computers into jeopardy.
I’ve just looked for some software on the net, and found (again) a small link on the product page “requirements for Windows Vista”. There they do suggest to install as Admin (which is valid), and then they are going on with the recommendation to install the software into a directory other than “c:\program files” so that the software is able to update itself, then they are talking about changing registry keys, adjusting internet security zones,… There are so many things out there from different companies which do not realize that they do have some kind of responsibility that users keep their computer secure and they need programmers which try to support this as much as possible.
Poor users which don’t know better and get software like this – either those companies should program correctly or should be sued. I consider writing bad unsecure software the same as picking a lock of somebody elses door and leaving. And the suggestions above are as bad as suggesting to remove the lock of your own front-door when one of your kids minds opening the door with a key.
By the way – there’s such a thing as a driving licence for developing software which is written to work under Windows Vista without mangling it’s security settings. See the Certified for Windows Vista initiative which has also some interesting offerings if your software is tested and meets the requirements before May 2007.
 meeting requirements such as setting up a company are off topic here.