That's odd. You should also be able to find it by right-clicking and selecting Properties. A properties window will pop up, and in the Compatibility tab, you can choose to run as an administrator every time the program runs.
You can confirm if your account is set up as an administrator by going to Control Panel | User Accounts. On the right, there should be your account name with the type beneath it. It should say Administrator, but may say Standard User instead. If so, see if you can change it using the "Change your account type" link on that screen.
West African proverb: 'Speak softly and carry a big stick; you will go far.' - Quoted by Theodore Roosevelt, misquoted by many.