Vista will try and run most programs without admin rights even if you are signed on as an admin. Some programs such as Visual Studio need admin rights so it is worth setting them to always run as administrator.
Confusingly, looking at a shortcut’s properties, the compatibility tab has an option to “Run this program as an administrator”. This option is greyed out:
To set the shortcut to run as administrator go to the shortcut tab > click on Advanced… > check Run as administrator: