There are several utilities in Vista that require administrator privilages to function. For this, the user has to right-click on the application or shortcut and select the 'Run as Administrator' option. This might get quite hectic if you need to run a utility every now and then. Hence, to run an application in administrator mode by default:

Right-click the application and select the 'Send to/Desktop' option.

Now, right-click on the shortcut and select 'Properties'.

Click the 'Shortcut' tab.

Click the 'Advanced' button.

Click 'Run as Administrator' and 'OK'.