Anyone who's used Windows Vista for more than a few minutes knows that even an administrative user will run in non-admin mode. If you want to launch a CMD prompt, you have to right-click on the icon for it and select "Run as administrator."
That's a few too many clicks for my taste, so I scratched around for a faster way to do such things. One of the things I found is that if you type a command in the Start button's launch menu and press Ctrl-Shift-Enter to launch it, that command will launch in administrative mode (after a UAC confirmation). Try it with cmd -- you'll get an admin-level CMD prompt.

This does not seem to work, if you set the taskbar in the good old W2K mode.
It looks like pressing the CTRL,SHIFT,ENTER does not make a difference.
[Thanks for the tip. If this doesn't work you can always right-click on the CMD icon. --ed.]