Dominick Baier posted this 3 months ago, but I only needed it for the first time today. It's quite handy having the SLN files as shortcts when doing conference presentations, and I am preparing my new Vista laptop for next week's DevConnections.
Dominick created a little tool that you can use to run as admin from a file shortcut (not an default option in Vista). I added the tool as a SEND TO option which, while not being as great as having the shortcut run as admin on it's own, is still very helpful.
If you havne't discovered how to have application shortcuts always run as admin (so that you don't have to remember to right click and choose that option each time), there's a checkbox to force this in the shortcut's properties on the Compatibility tab.