Now, an interesting piece of software. I wonder why did it take so long for someone to come up with this. Sudo for Windows (sudowin) allows authorized users to launch processes with elevated privileges using their own passphrase. Unlike the runas command, Sudo for Windows preserves the user’s profile and ownership of created objects. It’a also different from the runas command, as the user will use his own password (with the right configuration) to elevate the privileges while running a particular application.

http://sudowin.sourceforge.net/