Welcome to the 21 century and the world of UAC ;)
The following MSDN article explains how to launch cmd.exe with the needed Admin privileges.
http://technet.microsoft.com/en-us/library/cc947813%28v=ws.10%29.aspx
1) Click Start, click All Programs, and then click Accessories.
2) Right-click Command prompt, and then click Run as administrator.
3) If the User Account Control dialog box appears, confirm that the action it displays is what you want, and then click Continue.