The menu option (when you right-click on a file to get the menu list) normally only comes up for .exe files. There is a registry hack that can add it for any file though. I usually use the command line version of this to start applications as an admin. For example, a user does not have rights to end a task that is hung up. Instead of needing to log them off (lets say they have a ton of work open and can't save it), you start a .cmd session as an admin using runas, then start Task Manager from that .cmd session, and Task Manager will start up with admin rights instead of the user actually logged on the system.