Just a quick little thing I noticed, although everyone else probably knows it by now.
To launch an elevated command prompt (i.e. a prompt with admin privileges, required to do various things if UAC is enabled on Vista), simply open the Start Menu (Windows key), type “cmd” without quotes, and press Control+Shift+Return.
This will bring up a UAC prompt asking you to elevate the process. Select Continue (Alt+C). Done!
This does work for some other applications. But in my experience it’s hit and miss! Strange.
This technique may also work in Windows 7, but I haven’t been able to test it myself.