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On Windows, we need the administrator permissions to modify anything in Program Files, right ?

And you all agree that almost every program in there needs to have some configurations or save files on their installation folder, with write access...

But how do they manage to not ask for admin right everytime they start ?

Concrete example: I have FL Studio installed in C:\Program Files (x86)\Image-Line\FL Studio 11. It stores user projects in Data\Projects subfolder. But FL never ask me the admin rights when I ask him to save...

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Admin rights are not necessarily required. There can be writing rights on specific folders that the app needs. Essentially, you can give a regular user all the rights an admin have without actually adding him to the administrators group. – EliadTech Jun 19 '14 at 12:44
"On Windows, we need the administrator permissions to modify anything in Program Files, right ?" - incorrect. An application's permission is elevated to the user's permission level. If you are running it as an Administrator you wouldn't be required to elevate it depending on the exact nature of the operation. – Ramhound Jun 19 '14 at 13:20

If this is an old legacy application without an application manifest, Windows uses a shim to redirect calls into a VirtualStore under C:\Users\USERNAME\AppData\Local\VirtualStore.

In this case the application only thinks it writes to C:\Program Files (x86), but instead the files are stored somewhere else.

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