That’s where the RunAs command (XP and Server 2003) came in handy over the years.  You could login as a non-privileged user but if you needed to do something which required Admin rights, you could hold down Shift and Right Click on the application in Windows Explorer and start the application using your Admin credentials.

With the release of Windows Vista and Server 2008, this all changed.  True, you could still use the RunAs.exe from the command line however, if you wanted to do it with Windows Explorer.  Fortunately Mark Russinovich has written a new tool called ShellRunAs which adds the RunAs feature to Windows Explorer.

Extracted from:

http://www.groovypost.com/howto/microsoft/vista/add-runas-to-explorer-context-menu-in-vista-and-server-2008/