Note: This tip is more technical then the way I generally write. Although, the people who would use this feature should understand what I am talking about.Sometimes when they upgrade software they change or remove things. Most of the improvements in Windows Vista I really like, but one small feature that was removed that I really used was the "Run as..." context menu command.
This Windows XP feature allowed you run a program under a different set of user credentials then the one you logged in with. You won't often need this functionality, unless you do systems administration. There is also a command line version of this utility that is still available, but its just not as easy to use.
Mark Russinovich and Jon Schwartz created ShellRunas v1.01 to add this functionality back into Windows Vista. To get this program to install, use the Run... command (press WinKey+R) and type "[path]\shellrunas.exe /reg" (you need to include the [path] where the executable is located.