This is a common point of confusion for new Vista users. Vista has, in
effect, an administrator and superuser-administrator (the built in
administrator) accounts. A regular administrator account does not have the
same unlimited rights as it does in XP. For certain functions, generally
related to system administration, the User Account Control prompt requires
confirmation. Microsoft, inexplicably, used terminology guaranteed to cause
confusion by simply using the term administrator all around.
The idea behind this is that malware, when running in the context of a
basic administrator account, will not have full administrative access which
may limit the damage it can cause. At the same time, we need a quick way to
give an elevated permission (i..e. the UAC prompt), which was lacking in XP
in a limited user account. This is a good idea though, in some respects,
has been implemented poorly causing unnecessary frustration and some
confusion.