If you are using Windows XP as a non-admin user, you will frequently encounter file operations that require Administrator privileges. Logging off and on or using fast user switching to get to an Administrator account for trivial tasks is laborious. Instead, an easier way is to run an instance of Explorer with Administrator privileges.
However, if you try to execute the Windows Explorer shortcut (Start → Programs → Accessories → Windows Explorer) with the Run as trick, you may find that it does not work. To make this work, login into an Administrator account (say IAmRoot account), open Windows Explorer, choose Tools → Folder Options and enable the option Launch folder windows in a separate process. You should be able to launch Windows Explorer with Administrator privileges (of the IAmRoot account) from a non-admin account after this using Run as.
For more details and alternate methods to achieve the same, please check out the detailed post by Aaron Margosis on Runas with Explorer.