The only way to run something as an administrator on XP/2000/NT is if you know the administrator password, in which case a SHIFT-right click on the program brings up a context menu with "Run As..." where Administrator is selected by default and you only need to fill in the password.
A lot of programs can be installed as Power User, and there is a reason why the others cannot be installed - check with the local administrator to see if they would allow the installation.
Good luck