As described here, I have to run with an elevated IE to get all actions.
What is the explanation of that? How can a web application leverage the UAC on the client (only in the same box)?
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The reason for this is that some of these settings actually make changes on the server itself. If you are changing the logging settings for example, you have to set it up to a location where the accounts have the prifilege to write to. For this reason, you will have to set it up using run as administrator to be able to make changes to the local system.
You will also see this happen when you connect to Central admin in a hosted environment if the account used does not have local admin rights to the server.