Assumption is that this is a Windows 7 System.
If you have UAC (User Access Control) turned on atleast on the recommended level (Control Panel->User Accounts -> Change UAC settings... Default level) then what is happening is that you by default when you log into Windows, you aren't running as "Full" Administrator. That is why you get prompted from time to time about whether you want to run something as Administrator.
So if you are running some program and then it asks for confirmation then only afterwards is the program running with Full Security privileges.
In order to force a program to run as a specific user or have special privilages, check out The Microsoft Application Compatibility Toolkit. You can select what application and what 'Fix' to apply. This will get you away from messing with shortcuts and runas in the target.
Here are a couple of other ideas actually: neowin.net. Noticed that one about scheduled tasks, pretty nifty idea.
But if your main worry is about security, then increase the UAC to the Always Notify. You can also look at Application Sandboxes like Sandboxie.