To start the device manager as Administrator, issue the following command in the Run dialog (Win+R):
runas /user:Administrator /savecred “cmd /c devmgmt.msc”
This way you can edit device settings quickly. You may use any other control panel applet (.msc or .cpl files) instead if devmgmt.msc, too. You will be prompted for the credentials of user “Administrator” once, but then runas will save the credentials (thanks to the /savecred flag).
If you selected the option start each folder in a separate process in the Administrator’s folder settings, you can similarly start an explorer windows with admin rights:
runas /user:Administrator /savecred explorer
With that window, you can install MSI files requiring admin privileges, start up control panel, etc.
If you simply want to start a single program as administrator, just right click the .exe file and select “run as”.