Hi, I believe you are referring to a new feature in both Vista and Seven called UAC, it is a security measure. This site gives a good explanation and also right at the bottom tells you how to turn it off.
User Account Control (UAC) Explained — MAXIMUMpcguides – Windows 7 tips, tricks, help, and how-to guides
User Account Control (UAC) Explained — MAXIMUMpcguides – Windows 7 tips, tricks, help, and how-to guides