While some (or most?) viruses are based on a little piece of DNA, retroviruses are based on RNA, which they then have to reverse-transcribe back into DNA (hence the prefix retro-, meaning "backward"). So the process is RNA → DNA → RNA → protein instead of DNA → RNA → protein.
The extra step causes more errors just like playing a game of "telephone" -- in other words, more chances to develop beneficial mutations that make them resistant to vaccines.
That's why retroviruses (like HIV) are so difficult to treat, and why we need a new flu vaccine every season. In fact, "HIV replicates its genome with the highest known mutation rate of any living organism."