Run as user check box

Archived from groups: microsoft.public.windowsxp.security_admin (More info?)

I am running XP pro w/sp2. When I try to access a program or shortcut, I get
a pop up window labeled "Run as". It has a clip art set of lock keys in the
left hand upper corner with a question "Which user account do you want to
run this program. I am the administrator and the only user account on the
pc. It has two radio buttons, one says "Current User and the other says "the
following user". It comes with a pulldown list of users annd a password
blank. It also has a check box that states "Protect my computer from
unauthorized program activity." I would like to stop this box from
appearing. Also, when click on my shortcut for the "c" drive in "My
computer", a DOS command window opens. I have to right click the icon and
hit "Open" for it to work properly. Help!