Found it!!

[Dos_Box]

The security policy listed below allows you to turn off the bloody annoying 'approval' messages whenevery you attempt to do ANYTHING with Vista.

 

Go to Control Panel - Admin Tools - Local Security Policy - Local Policies - Security Options - User Account Control: Run all administrators in Admin Approval Mode - Disable

 

http://www.microsoft.com/technet/windowsvista/library/0d75f774-8514-4c9e-ac08-4c21f5c6c2d9.mspx

 

I am also investigating to one below it too:

 

User Account Control: Switch to the secure desktop when prompting for elevation.

[Geoff]

Is there a list of all the new Vista Group Policy settings and what they do anywhere?