Don't do this.
IE9 has taken many steps to be a more secure browser, and as such it shouldn't be run in Administrator mode, unless you're trying to resolve another particular problem.
If you look at the
Compatibility Tab on the proper window it clearly states
Compatibility modes cannot be set on this program because it is part of this version of Windows.
So if you really wanted to change the Privilege Level you would have to circumvent some deeper in Windows.
You would be better off finding a work-around to the problem you think needs to be solved by always running in administrator mode.