This is something I just noticed. Sometimes you need to run an application as the Administrator. And, my favorite applications are on the task bar, but.... if I right-click an icon, a normal popup menu is not shown. Instead you get some sort of truncated, simplified menu. So to run the app as Administrator, you have to click Start --> All Programs and then search for your app and run it from there.
Here is the trick. Hold down the shift key and right click the icon on the task bar. Voila!!! There is the normal app popup menu with the Administrator option.
Please not this only works before the app has been launched. If the app has already launched, you get the running popup menu for the app which is of course different.