I've heard a few people actually say ImageX.exe is included with Vista. That's not technically accurate. ImageX is most certainly a value add to Vista but it is packaged separately in a download called "WAIK" or Windows Automated Installation Kit. So let's say you want to use ImageX but don't want to run the full WAIK install. You copy imagex to a separate machine and run it. Works, but certain things fail, why? There are a number of other files you'll want to copy in addition to the EXE. To mount a WIM read/write and do other interesting things copy these files (everything in the same folder). Combine their total size is 1.01 MB.
Ok, now you attempt to mount read/write and you receive an error that imagex was unable to find the file? That's because it needs to load the filter to be able to mount an image stored within the WIM. WIM supports single instance storage and allows appending a new image to an existing file. This considerably saves file size and disk space but does mean you need to install the wimfltr.inf file.
Simply open the folder in Windows Explorer, right click on wimfltr.inf and click "install". Approve the UAC prompt. Done. If you need to script the install or want to run it from the command line, by using the context menu you actually executed the following command.
%SystemRoot%\System32\rundll32.exe setupapi,InstallHinfSection DefaultInstall 132 <filename.inf>