To run the Command Prompt, as an administrator, simply type the command in Vista's Search Box in the Start menu, hold the Shift and Ctrl keys, and hit Enter.
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In Vista certain applications are prevented from running due to lack of permissions. So to upgrade its capabilities, you may have to run as an Administrator. Normally, one would search for cmd, rt-click on it an then from the rt-click menu which pops up, select 'Run as Administrator'. Vista Start Menu Search Box serves the same function, if you enter a command, hold the Shift and Ctrl keys, and press Enter.