The Windows 7 shell (Explorer) can be made to run with Administrator privileges by this manual process:

1. Kill Explorer shell by holding down Shift+Ctrl, right-clicking the Shut down button in the Start Menu, and selecting Exit Explorer
2. Start Task Manager with Ctrl+Shift+Esc
3. Elevate Task Manager privileges by going to Processes tab and selecting Show processes from all users
4. Then start up a new instance of the shell by File | Run in Task Manager, typing in explorer, and selecting the Create this task with administrative privileges.

After following the above process, the Windows shell will be running with administrative privileges, and any programs it launches will also have administrative privileges. This makes performing tasks that require the privilege far easier, particularly for command-line applications, which usually fail silently or with an Access denied. message rather than giving an opportunity to use UAC to elevate the process's privileges.

What I'm interested in, though, is creating an account which uses a privileged shell by default, rather than having to follow this laborious process every time. How can it be done?