It's really very simple to enable the system clock to show military time in Windows Vista, but the setting is not in an obvious place, so you might not have found it. To change this setting, you'll need to get to the 'Regional and Language Options' screen. The easiest way to do so is to just enter 'intl.cpl' into the Start menu search box and press enter.
From the Regional and Language Options dialog, click on the 'Customize this format' button, then select the 'Time' tab. Change the time format dropdown box to show military time. You'll notice from the key that the capital letter H means 24 hour time, and a single letter means that it won't display the leading zero.