While not nearly as clean and slick as the GNU sudo command, it is a very useful command for doing administrative stuff while logged in as a non-privaledged user.

runas /noprofile /user:mydomain\myadminusername "mmc %SystemRoot%\system32\compmgmt.msc /s"

This example will bring up the “Computer Management” console, normally launched from “Administrative Tools” All of the control panel applets exist under %SystemRoot%\system32\ (typically c:\windows\system32) and they all have the .msc extension.

If you are not on a Windows domain, replace the mydomain part with your computer name.