Installations and applications fail with no warning.

I've run into this several times lately on Windows Server 2008R2 and Windows 7.  On Windows Server it was a Tomcat installer, on Windows 7 a SqueezeBox client installer and several other installations.  There's no warning or real clue that it's admin privileges that are required.  It seems that something has changed that even when you are given admin privileges (in the Administrator's Group), you don't automatically run all applications as administrator.  So for some applications, particular installers, you'll need to "run as administrator" if the installer doesn't prompt for it.

I've just trained myself to run as admin no matter what (assuming I trust the download or executable).

To run an executable (.exe) file as an admin, just right click, "Run As Administrator" on the file.

Find the Command Line utility, right click, Run As Admin

To run the command prompt as an admin (above), required for some command line utilities or .bat files that make changes to your system, just locate your cmd.exe either in system folder or from Start, Accessories, "Command Prompt".  Right click, and run as administrator.  This will open the command prompt with all admin functionality enabled.

One other area that I've found this useful is in programs that will be run repeatedly and always need admin access.  This was required for PunkBuster for running COD4 on Steam.  This article here shows you how to do it.