I had to set up a gaming account with Administrator privileges for my young cousins on Windows XP because the game wouldn't run on their Limited User Account.
This was my approach:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
Edit >> New >> String Value >>
Value Name: logoff >> Value Date: logoff
I could just as easily changed the shortcut target to runas /user:gaming "c:\program files\NameOfGame" but this will open up a cmd box requesting a password and I wish to spare the kids that. (Hint: type runas /? at a cmd prompt to see what options are available).