I recently got an e-mail asking if I knew why the installation of software that was downloaded would fail on Windows 7. This issue is actually part of Windows 7's User Account Control. Let's say I was surfing the web with Internet Explorer (IE) and clicked to download a file. When the IE download prompt comes up, I can 'Run' or 'Save As' the file. If I select 'Run', I am running the application as a standard user, even if I have administrator privileges. Let me explain.
By default, standard users and administrators access resources and run applications in the security context of standard users. When a user logs on to a computer, the system creates an access token for that user. The access token contains information about the level of access that the user is granted, including specific security identifiers (SIDs) and Windows privileges.
When an administrator logs on, two separate access tokens are created for the user: a standard user access token and an administrator access token. The standard user access token contains the same user-specific information as the administrator access token, but the administrative Windows privileges and SIDs are removed. The standard user access token is used to start applications that do not perform administrative tasks (standard user applications), such as Internet Explorer. The standard user access token is then used to display the desktop (Explorer.exe). As a result, all applications run as a standard user unless a user provides consent or credentials to approve an application to use a full administrative access token.
The best way to be sure you are running a downloaded application with the administrator token is to open Windows Explorer, navigate to the directory you downloaded the file to, right-click on the file and select 'Run as Administrator'.