I'm having this problem with two programs: Visual Studio 2008 and Notepad++.
If I'm making a webpage and I add a debugger statement to the javascript, it opens up a prompt asking me if I want to debug. If I then click "new instance of VS2008", it will try to open it but fail and give me an error message. I think it's failing because I have the "Run as Administrator" checked and it couldn't prompt me when I open it like that. If I open it through windows it works.
In Notepad++ the problem comes from the context menu "Open in Notepad++"