SKS 5 will set rollup correctly for XP...that at least puts the correct code in the UIS.
Going to Vista (or7)...the code does NOT get written correctly(along with many text settings).
The solution for now is as neo stated...open the UIS and edit the personality section for each Vista substyle.(make sure SKS is CLOSED before doing this or it might revert your change)
Rollup in Vista acts slightly different than XP.XP rollup ignores the side sizing margins and just rollsup without pushing the sides up into the titlebar.
In Vista it adds whatever is in the sizing margins to the rolled up window...sometimes creating nasty looking rollups unless you edit the UIS to compensate.
However...an odd bug with image layers(or fix depending on your point of view)...adding layers to your window frame in Vista causes it to rollup like XP...weird man. 
Sad thing is...rollup in Vista is almost worthless since Microsoft took away titlebar text in most windows...d'oh!
Hmmmm...I bet there is a reghack that would bring them back. 