You’ll have noticed that Windows 7 is pretty strict with some applications on the tasks they can perform – I often find myself needing elevated privileges in a Command Prompt to edit the routing table for example.
You can, of course, right click on the application from the start menu and run as Administrator, but there’s also a keyboard shortcut:
Ctrl + Shift + (Click Mouse)
If you hold down the control key, the shift key and then click the application, it’ll run it with administrator privileges – you’ll probably get a prompt from User Account Control, letting you know what’s happening. This works from both the start menu, the taskbar, and any icon.