Open files via an elevated context menu program

1. Open Olly executable's properties.
2. Click the Compatibility tab.
3. Check Run this program as an administrator.

ShellExecuteEx is an API function, not a command. You could use it if you were developing an application to run other EXEs with elevated privileges.

If you want to run any program with elevated privileges from a command line, create a sudo.cmd file in any directory in your PATH:

@echo Set objShell = CreateObject("Shell.Application") > %temp%\sudo.tmp.vbs
@echo args = Right("%*", (Len("%*") - Len("%1"))) >> %temp%\sudo.tmp.vbs
@echo objShell.ShellExecute "%1", args, "", "runas" >> %temp%\sudo.tmp.vbs
@cscript %temp%\sudo.tmp.vbs

Then type for example sudo notepad C:\example.txt to open C:\example.txt in elevated Notepad. (original source)