If you right click the EXE (might be able to set it from the shortcut/or may have to also set it from the shortcut, but I haven't tried it) file and check Run this program as an administrator
This may resolve that issue.
This may be UAC issue (but I doubt it), or LightRoom requiring access to something (ie. adding a reg key that is an administrator level access key that they probably don't really need to use), but they were able to in XP, so they may need to patch it, or they will ignore it since the elevation prompt lets it run anyway and you can just set that box.
Or, it is requesting access to your profile to store information (possible)