It seems much more complex to us than generations of Windows software have trained us to expect, but you can schedule a program to run in Windows Vista at start-up without asking for permission.  This is accomplished by using the 'Task Scheduler' to immediately start the program, and it works because the process of adding the program to the scheduler stores and makes available the needed privileges.  Here are the several steps:

1. Find and start the 'Task Scheduler' located in Vista's 'Administrative Tools' (Vista Orb-->Programs-->'Control Panel'-->'Administrative Tools'-->'Task Scheduler')
2. Enter an administrator password or click [Confirm] as required by Vista's user account control (UAC)
3. Click once on the Create Task link (NOT Create Basic Task)
4. On the [General] tab name the task (Enter the program name to be started)
5. Select a user account that has administrator privileges
6. Check off the option labeled "Run only when user is logged on"
7. Check off the box labeled "Run with highest privileges"
8. Click the [Triggers] tab and on it the [New] button
9. Select "At log on" from the drop-down list at the top
10. Check the "Any user" option
11. At the bottom under Advanced Settings check the 'Enabled' box and click [OK]
12. Click the [Actions] tab and click the [New] button
13. Click Browse and navigate to, and then select the program to be run at startup
14. In the "Add arguments" box enter /Startup (as well as any other needed start-up parameters)
15. Click the [Settings] tab
16. Check off the box "Run task as soon as possible after a scheduled start is missed"
17. Uncheck the box "Stop the task if it runs longer than:"
18. Click on [OK] and again [OK]

After all that... your start-up program should run without asking you for permission!. 

You can test it right in the 'Task Scheduler' by right-clicking on the new items and selecting 'Run'.

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