Vista home premium administrator issues

When I am under the compatibility tab to run as administrator the option to
do so is grayed out. I am running as the administrator.
Also when using CMD there are times when it says that I do not have
permission but I am the only account on the computer and run as
administrator.

And when trying to save a file to a location other than the one vista wants
it says I do not have permission, again I am the administrator.

Is there any way to fix it?

Thanks