Welcome to Vista Forums!
Vista is quite different from XP. There are many folders and files that are restricted even from admiinistrators (junction points for example) - in the Windows files and even in your own profile. Also, Administrators don't have nearly as many rights and permissions in Vista as they did in XP - not just with file access but also in performing actions. Some can be corrected, some can but should not be corrected, some are intentionally complex to "correct" as restriction is considered better, and some are caused by other programs and security software which may or may not be changed given your version of Vista (without creating a serious gap in your system's security or sometimes with a registry modification).
There are some actions which must be done different ways even when logged in as an Administrator. For example, to use Command Prompt for a SFC command, you must right click on Command Prompt and click "Run as Administrator" (even if logged in as an administrator). Unless you do that, the program will not work properly as you will not have permissions. Also some other programs (especially installations) must be started or run by right clicking on them and clicking run as administrator as well.
It would help if you would list some of the other actions you are trying to do and getting this message (please provide a few or as many as you can so I can get a sense for the types of things being restricted). Then I can see if it is normal, if we can (or should) change the permissions, or if some other security measure is overriding normal administrator permissions and see if we can change that. Are you eventually able to do these things or do you currently "give up" as you can't identify how to obtain permission?
It's not necessarily a matter of enabling "special permissions" - there really isn't such a thing. Some can be resolved in a more or less global fashion and some need to be done individually - depending on what you are trying to do.
I hope this helps explain things a bit. Once you provide the many examples, we'll look at them and see if there's a common cause or if they require different approaches or if those permissions should remain restricted.
Thanks and good luck!