Thats odd, I didn't have any problem at all with my k9a2 Platinum, and I basically did the same upgrade as you did. Went from 9600BE to 9850BE, all I had to do was take on out, put the other in, reseat and TIM the HSF. Cleared the bios and reset all the settings to what they should be. Booted right into windows XP after that and haven't had an issue.
In fact I even upgrade my ram from DDR2 800 to DDR2 1066 at the same time. If it's doing it under load, such as in a game, it could be an improperly seated HSF or possibly thermal compound that wasn't applied properly. I'm also not too fond of the HSF that comes with the 9850be. Note that the 9850BE does run a fair amount hotter than the 9600be does, due to increased base voltage on the IMC, and cores. Not to mention higher current usage.
Default Voltage on auto detect for the 9850BE is 1.288-1.29v, default for 9600be was 1.24v. Default voltage for the NB/IMC is 1.30v VID, which is exactly the same as the VID for the cores, so 1.288 volts there too.
Easiest way to see if it's running at proper volts is use AMD power monitor and tell us what is says as far as voltages go. Still seems like the issue with Vista is more of a driver issue.