Visual Studio 2005で、アプリケーション起動時にUACの昇格ダイアログを表示させる方法。
(Visual Studio 2008ならもっと簡単。)
Step 6: Create and Embed an Application Manifest (UAC)
Professional Visual Studio » Enabling Your Application for UAC
yourapp.exe.manifest

<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<assembly xmlns="urn:schemas-microsoft-com:asm.v1" manifestVersion="1.0">
   <ms_asmv2:trustInfo xmlns:ms_asmv2="urn:schemas-microsoft- 
     com:asm.v2">
      <ms_asmv2:security>
         <ms_asmv2:requestedPrivileges>
            <ms_asmv2:requestedExecutionLevel level="requireAdministrator">
            </ms_asmv2:requestedExecutionLevel>
         </ms_asmv2:requestedPrivileges>
      </ms_asmv2:security>
   </ms_asmv2:trustInfo>
</assembly>

post build task in your Visual Studio project's Project Properties:

"$(FrameworkSDKDir).\Bin\mt.exe" -nologo -manifest "$(ProjectDir)$(TargetFileName).manifest" -outputresource:$(TargetPath);#1"

or

mt.exe -manifest "$(ProjectDir)$(TargetName).exe.manifest" -updateresource:"$(TargetDir)$(TargetName).exe;#1"