Have Windows "Run" dialog run as Admin?

I have the exact same problem. The Ctrl+Shift+Enter solution only works if you use the not-as-reliable start menu run box - but for the Win+R run box you are out of luck. The closest thing to a solution I have found is to manually set application properties to 'Run as Administrator' under the program compatibility tab.

For system utilities such as cmd.exe, you can put a shortcut in your User folder (C:\Users\%USERNAME%) and set 'Run as Admin' under shortcut advanced settings. See http://helpdeskgeek.com/windows-7/command-prompt-admin-rights-windows-7/ for detailed instructions. (To run the short cut you have to type the whole file name, e.g. cmd.lnk)

On Windows 8/Server 2012, if you want to run cmd as an administrator you can just use Win + X. Then in the popup menu you can run cmd through the Command Prompt (Admin) option.

See the screenshot:

cmd works just like the run command. Pin it to the taskbar, then Ctrl+Shift+RightClick