It's likely to be set up as a Runas CMD in the registry.
Look here
[HKEY_CLASSES_ROOT\*\shell\runas\command]
and here
[HKEY_CLASSES_ROOT\Directory\shell\runas\command]
BUT check as far back as the previous tree-branch to be sure
[HKEY_CLASSES_ROOT\*\shell\runas\]
and here
[HKEY_CLASSES_ROOT\Directory\shell\runas\]
Right click and export before you delete anything, this will create a registry merge file to put it back should you delete the wrong thing.