Since this is the third time I've been asked this question, I feel compelled to share the answer with everyone.
Some of you may have to update your application to work with User Account Control in Windows Vista.
For instance, if you have an application named "update.exe", then User Account Control will always require the user's permission to run. One of the design goals of UAC is to prevent installations from being executed without the user's knowledge and explicit consent since installations write to protected areas of the file system and registry. As such, this feature, known as Installer Detection, will flag an application with "install", "setup", "update" terms in the name.
In order for it to run smoothly, you'll have to create a manifest for your application, and specify the execution level within this manifest.
Learn more by downloading Windows Vista Application Development Requirements for User Account Control Compatibility.
Also, check out Developer Best Practices and Guidelines for Applications in a Least Privileged Environment.