If it doesn't have the Run as Administrator option, right-click the file, select Properties and press the General tab. Check the Type of file information and make sure it has an executable file extension (EXE, MSI, BIN, BAT, INX, etc). If it is an executable file, right-click again the file, select Properties and click the Shortcut tab. Press the Advanced button and check the Run as Administrator box. If you can't find the Shortcut tab, click the Compatibility one and check the Run this program as an Administrator box below Privilege Level.