I don’t know if you like this or not and I will not explain if it is good or bad, however Vista is shoing us from time to time this dialog box:
It is very healthy to disable it, especially for the guys that have a patience to open the some files or applications.
Talking about Control Panel, to disable that message you always receive you will need to go to Control Panel > User Accounts and Family Safety > User accounts (if you will copy "Control Panel\User Accounts and Family Safety\User Accounts" in your address bar of your windows explorer window you will get there and if you'll use the quick find from the start menu by typing "user" you will get there).
And here we have a magic link Turn User Account Control on or off (it is one of the options with the little shield at the left). If you will press it you will be asked again by windows for your permission to do this task (and hopefully it will be the last time)
A reboot will be needed after for the magic to happen or at least a log off from Windows.