How do you fix please Login With Administrator Privileges And Try Again when playing PC games

I have recently installed Command and Conquer Generals and when ever i try to play it says; Please Login With Administrator Privileges And Try Again. My account is an administrator, i try "Run as administrator" and when i do that i get asked for permission, i press yes, then nothing happens. My computer is relatively new and has good specs so it can definitely run this game. I am not too good with computers so please keep instructions simple and not to much jargon. Thanks!