User Account Control.

It's basically the local OS level implementation of Microsoft's JITJEA concept.

In short, even when logged in as a user with access to administrative rights, you don't actually HAVE administrative rights until you click "Yes I really want to run this with admin rights", so that bad stuff can't run as admin without you knowing/approving it. The theory being that if virus.exe suddenly wants admin rights you'll click no rather than it just being able to run because you're logged in as an admin.