If you've ever loged out and back into Windows XP to run a program under other user's privileges, you don't have to anymore.
You can run the program as a different user without logging out and then in again. Simply right-click on the icon of the program , and select the Run As option. Then enter the username and password.
This technique can be used by users who don't have sufficient rights to install applicationsprovided they know the administrator's login details.