Holy cow, I wrote a book!
"I don't know what happened, but now when I open the Run dialog
on my Windows Vista machine by typing Windows+R,
there is a shield under the edit box that says
This task will be created with administrative privileges.
What's going on?"
One my colleagues used psychic powers to solve this problem:
"I imagine that you manually killed Explorer,
and then you used an elevated command prompt or an elevated
Task Manager to launch a new one.
An elevated Explorer shows this message.
To fix it, exit your elevated Explorer, and exit your running
elevated copy of Task Manager (if any).
Then type Ctrl+Alt+Esc to launch a normal (non-elevated) Task Manager
and use File, New Task to run a new un-elevated Explorer."
My colleague's psychic powers were right on target.
"Your psychic powers are better than my memory.
I now recall that I did kill and restart Explorer when debugging
my shell extension, and I did so from a command line,
which—given the evidence—must have been an elevated