On Vista, Artrage uses Microsoft's Ink Services for tablet input. The GIMP is probably using wintab for its tablet input. If you go to your control panel, to the "Pen and input devices" ( Control panel, classic view ) make sure that either:
1/ Press and hold - right click is enabled ( you can click the settings button to make sure it's on )
2/ Under the "Flicks" tab, "Use flicks to perform actions quickly and easily" is enabled. Turn the sensitivity up to precise to avoid accidentally activating this feature.
I prefer 2 as it's less obtrusive in my experience so far.
Basically, Microsoft's Ink Services require one or the other option to be enabled, or pressure is not provided in Ink Service compatible applications.
Hope that helps!