I did as you suggested, but that did not change anything. I also found out that UAC reacts with certain files, and with others not.
Example: I download the itunes install file from apple, or the firefox install file. I double click on it, and a warning appears asking me whether I want to run the file. I click yes, and the itunes installer launches. Of course I cannot install the program that way as I do not have the required rights.
If I double click on the thunderbird install file I just downloaded, UAC prompts me to enter the admin password. Same for the adobe flash player install file.
I just find it strange that .exe files downloaded from the Internet are not all handled in the same manner, I wonder if it was intended that way or if it's my fault