UAC and installing software

I am mostly a big fan of UAC but I find one behavior, as it relates to
installing software, a bit odd.

If I run any EXE file, I have the option of right-clicking and choosing Run
as Administrator - yielding a UAC prompt. If I run any EXE file that is an
installation program, whether I choose to or not, I get a UAC prompt. This
is a great feature and I count on it to protect my PC from uninformed
installations by my kids or grandkids.

The problem is, if a program installs via a MSI file, not only is there no
automatic UAC prompt, there also is no option to Run as Administrator. This
means that some programs that really do require administrator access cannot
be installed correctly. Other programs can be installed by a standard user
without administrative permission! This really bothers me.

Does anyone have any information on the expected support for MSI
installations? How to run them as administrator? And how to keep standard
users from running them without UAC?

Thanks,

Dale