Go in the start menu

Right click on "Computer"

Seect Properties

Click change settings under Computer name, domain, and workgroup settings

In the new window click Change

You can now edit the computer name as well as join a workgroup and domain

You can not join a domain with all versions of vista, the Guides to Windows Vista explains which versions of Vista can join a domain.

You will also need a server running Windows Server 2003 for example which will be set as the domain controller.