Each version of windows requires a different approach to this rather commonly requested feature. It's a good idea not to use an account with administrator privileges for day to day activity. However some game developers are either too lazy or don't have the time and resources to make their game client run from a so-called "least privilege user" account.
The generic workaround is the runas command. At a command prompt type
runas /? for the syntax. You must provide a username for an account with admin privileges and will be prompted for a password each time unless your windows OS supports the
/savecred command line flag to reuse a previously entered password. Windows XP Professional supports
/savecred so the following might be used in a shortcut to launch VSK5online.
runas /savecred /user:Administrator "C:\Program Files\Vsk5Online\Vsk5OnlineLauncher.exe"
The first time you use this you must enter a password for Administrator but thereafter you will not be prompted for a password.