Windows XP A to Z - http://www.softwaretipsandtricks.com/windowsxp
Avoid switching users while installing
http://www.softwaretipsandtricks.com/windowsxp/articles/541/1/Avoid-switching-users-while-installing
Super Admin
 
By Super Admin
Published on 02/27/2005
 
If you need to install software but you don't have administrator privileges to do so, you can do it without having to switch users.

Avoid switching users while installing
Just hold down the Shift key as you right-click the Setup file, select Run As and type the Administrator's username and password.