To help prevent malicious software
from silently installing and causing
computer-wide infection, Microsoft
developed the UAC feature. Unlike
previous versions of Windows, when an
administrator logs on to a computer
running Windows Vista, the user’s full
administrator access token is split
into two access tokens: a full
administrator access token and a
standard user access token. During the
logon process, authorization and
access control components that
identify an administrator are removed,
resulting in a standard user access
token. The standard user access token
is then used to start the desktop, the
Explorer.exe process. Because all
applications inherit their access
control data from the initial launch
of the desktop, they all run as a
standard user as well.
After an administrator logs on, the
full administrator access token is not
invoked until the user attempts to
perform an administrative task.
So any time that you try to use admin credentials, you should be given a UAC prompt to invoke that Admin token, giving you access to make that change. Now if that is not working, you'll want to check your UAC settings.
Most likely, the setting you need to disable is the "User Account Control: Run all administrators in Admin Approval Mode". You can change that behavior by modifying the "EnableLUA" key in the following loctaion:
That should make admins run as admins all of the time. This is dangerous and I would recommend that you turn this feature back on for day to day use.