If it is a normal *.exe file under windows XP you should be able to right click and choose "run as" to then type in user name / password to run it as administrator.
not sure if this is a permanent solution or if you have to start it like that everytime you launc the program
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EDIT:
did some digging and i found the solution for your problem:
http://support.micro...om/?kbid=2250351) Create a shortcut to the program you want executed
2) follow steps at the link above (instructions copied below for convience)
You can also configure a shortcut to always run using alternate credentials when opened by configuring the Properties for the shortcut as follows:
1. Close the program highlight the Shortcut to the program icon on you desktop using a single left-click. Right-click on the icon and select Properties.
2. In the center area of the Properties dialog box find the checkbox labeled, "Run as different user". Select the checkbox and click OK to close the Properties dialog box.
3. Double-click on the Shortcut to compmgmt icon to start the console.
4. You will be prompted with the "Run program as other user" dialog box. Enter the credentials in the appropriate fields. and click OK .
This technique may be used for any shortcuts that you desire to create and always run under a different security context.
Above instructions are for windows 2k for windows xp change step 2 to
2. In the centre of the "Shortcut" tab click on "Advanced" tick the "Run with different credentials"
Edited by surfer99, 03 April 2006 - 04:10 PM.