Running programs as different user

I am using Windows XP home and have installed many programs, MS Flight sim
2002 being one of them.

I have myself as adminstrator and two limited users, when the limited users
try to start some of these programs they get the usual message about not
having privilages etc. So I can shift key right click the shortcut and "run
as" administrator after typing in my user name and password.

Question:
Is there anyway of making these programs run as administrator each time the
shortcut is used on the limited account log in, or do I have to use "run as"
everytime?

Thanks

Shane