EDIT: This answer presumes that you are in the payroll system correctly. That is, you aren't marked as an administrator and can't view this info through the UI. That is simply a case of reporting the error to payroll or HR.
If you're in the US, then the vendor seems to be in flagrant violation of privacy regulations. The vendor, in all likelihood, is subject to the FTC's Safeguards Rule, which governs the protection of private consumer's information. Chances are most modern nations have similar legislation governing the safeguarding of private information.
I'd check to see if the vendor hosts any anonymous hotlines that you can call to report the issue, and, failing that, a bug report form or something similar. Failing that, you can also do the same for your own company. If they don't have any hotlines to call, you can try the legal or security departments in your company.
While it's easy to be worried about repercussions (and the risks are real), your personal information is visible to other people as well, so you could likely sue the vendor right now under the aforementioned legislation. In that light, simply reporting the issue is a light touch.