On my Windows 7 system I can select a program shortcut in the start menu, right click on it and select 'Run as administrator'. I then get the confirmation prompt and the application starts up with elevated privileges.
However, if I copy any of these shortcuts to my desktop, right click and select 'Run as administrator' nothing happens! No prompt, no error message nothing. I have tested this on a friends Windows 7 machine and it works.
What is causing this?