Copying a file into \Program Files\.. using Explorer

I'm a software developer and I just had cause to copy one of our DLLs into
the installation directory on a Vista machine. When pasted it in using
Explorer I got (as I expected) the UAC prompt and I logged in as
administrator. This was accepted but I then got a dialog box saying needed
permission. The dialog box had two buttons [Try again] and [Cancel].

[Try again] did what it said but without asking me to log in again. [Cancel]
cancelled.

Eventually I had to open a command prompt as Administrator and copy the file
in that way (which it did without complaint).

Tbh up until now I've had no problems with Vista security. I like UAC since
it's an improvement on running XP as a limited user and I don't have any
objection to being asked to confirm dangerous actions. But this did annoy me
as it seemed petty and stupid. Is it a bug? Is there a workaround?