Unfortunately a lot of older programs don't work in Vista.
Some suggestions.
On your router, skip the installer. Open up a command prompt, you can usually go to Start Menu, Run, then it should bring up a black screen with white type, like the old dos prompts. Type this in.
ipconfig /all
it will give you some numbers and what not, look for something that says "Default Gateway" there should be some numbers by that, write that string of numbers down, then open up a web browser like Firefox or Internet Explorer, and write down those numbers. It will probably ask you for a username and password which will be whatever you set those to before. You should be able to configure it from there.
On the printer, check hp.com for print driver updates, that should get you up and running there.
On Photoshop, not 100% sure, try right clicking on the setup program, then properties, then on compatibility. Then set the compatibility to run in Windows XP Service Pack 2 mode and see if that works.
If not, also right click on the setup program again, then click "Run as Administrator".
Hope these help.