Never tried that before. Works on 2k as well as XP.
Doesn't work on network connections though - so if you have to change an IP address for instance, you have to log in as admin.
You also can't do it for Users and Passwords

Can you somehow do it files on remotely mapped drives - when I try it it doesn't work (if you use the local admininstrator account), due to the adminstrator not having the drives mapped.

The only way seems to be to copy the files to your hard drive, then do it.