Launch some applications and they'll display the Windows User Account Control prompt, asking "Do you want to allow the following program to make changes to this computer?". And while this is great for security, if you're running the same trusted program on a regular basis then you might begin to find this just a little annoying.
You could just turn UAC off, but a better idea might be to use ElevatedShortcut. It's a tiny portable tool which creates shortcuts that won't generate a UAC prompt, no matter what you're trying to launch.
The program has a straightforward, Windows-like interface. Simply launch it, click "New shortcut", specify the program to launch and where you'd like your shortcut to be launched (the desktop, say). Then click OK, the shortcut will be created and you can use it right away.
If you have an existing shortcut to a program then the "Modify shortcut" option will tweak this to again avoid the UAC prompt.
And if you're worried about the security implications of doing this, then you might appreciate the "Remove shortcut" option, which lists all the shortcuts the program has created previously and allows you to delete them (all, or individually).
ElevatedShortcut provides a quick and easy way to avoid the UAC prompt with programs you trust completely (though you really shouldn't use it with anything else)