UAC is User Account Control, a safety measure introduced in Windows Vista that doesn't allow to make changes to your environement without strict permision. So, to acces some functions you must disable UAC. To do that go to control panel -> user accounts and here you have the option to "Change user accounts control settings".
I am currently running Windows Seven and I'm not sure it's exactly the same window, it may be sligthly different.
See also:
Change default rendering mode?
To run a program as an administrator, right-click on it and choose this option.