Why do you assume it bothers me? I have tried to assist you.
Sorry if I mistakenly assumed it annoyed you since you have decided
to fix it. Usually if something is not a bother, not something to
worry over - people don't try to fix it. I believe I may have
picked up that you thought it was an annoyance (other than the fact
you were asking about getting it fixed) through Malke's response to
you stating, "... As you say, the changes do get applied so the
message is really just an annoyance ..." Apologies if you did not
catch my reference/understand my meaning.
Are you saying the ONLY time you get this message is MSCONFIG?
Nothing else? Application installation, Service manipulation, Task
Scheduling,
etc - nothing else gives you the message about you not being an
administrator?
You might look at this, specifically:
http://www.pchell.com/support/msconfig_access_denied_error.shtml
Is that the exact error you get? (If so - in the future when posting
problems - be sure to give the errors verbatim, as well as listing
what you have tried, your OS and service pack level, etc. The more
complete your narrative, the better chance of getting a viable
solution right out of the box.)
You might also try the:
sfc /scannow
command - with your Windows XP CD in the drive. If your CD is not
SP3 integrated, you might want to do that first as well.
You also may want to download the freeware MalwareBytes and perform
a full scan with it - just to be thorough.
If all that fails - do you get the same message when you boot into
Safe Mode and log in with the built-in administrator? (Usually
username is "Administrator")