I have read posts on how to turn User Account Control (UAC, formerly LUA) in Windows Vista off. Others like Jesper Johansson and the folks on the UAC team have tried to convince people to leave UAC running.
Security is not convenient, but I think UAC is definitely a step in the right direction. I understand why some people were annoyed with UAC - it was intrusive in Beta 2. But it's much better in RC1 and later. Personally, I like this feature a lot. I definitely don't want Internet Explorer running unprotected - one wrong click is all it takes when you are running as an admin. Vista makes running as a normal user easy and you definitely don't want to turn off UAC when running as an admin. UAC is useful when running as a normal user as well, 'cause I can enter my admin credentials if an application needs it and I get to decide whether to grant access or not.
Now, if the Secure Desktop mode bugs you, then it's understandable to turn just that off. This is the mode where the desktop goes dark highlighting only the UAC dialog waiting for your input. I don't want the setup that I kicked off from a network share while I was doing something else to block my desktop when it's ready to run. If you want to turn this off, go to Control Panel > System and Maintenance > Administrative Tools > Local Security Policy, click on Local Policies > Security Options and scroll all the way down to UAC policies. Open the policy named "User Account Control: Switch to the secure desktop when prompting for elevation", select Disabled and click Ok. From this point on, the UAC dialog won't block the entire desktop when asking for your permission.
Better be safe than be sorry.