For those people who leave the User Account Control (UAC) turned on in Vista, getting a command prompt which can actually do something useful (i.e. run as Administrator) requires selecting the item in the Start menu, right-clicking "Run as Administrator" then accepting the UAC prompt.
However a much easier method to get to the Administrator Command Prompt without using the mouse is by simply pressing the Start Key, type cmd, then press Ctrl+Shift+Enter you will then get the usual UAC prompt. To accept the UAC press Alt+C. No mouse needed.