You generally need galvanized roofing nails, at least 1-¼" long (or long enough to penetrate ¾" into solid wood studs.
All vinyl siding and accessories come with slots to nail through. When you nail, you don't drive the nail tight. Some manuals specify that there should be a 1/32" between the head of the nail and the siding, but there's no need to check each nail with a micrometer. If, after you've nailed it, the piece of vinyl will slide back and forth, then you're OK. If not, you've pinned it too tight to the house.For more information on installation see the siding instructions at HomeTime.com. The site has a series of pages devoted to various aspects of vinyl siding: