Often users are restricted under "User Account Control" (UAC) settings, as well as Group Policy Objects which control them.
Using the "RUNAS.exe" may also fail. Both the SHIFT-RIGHT-CLICK execution or COMMANDLINE may fail to run the application as it used the passed in credentials and not the credentials logged on with.
You may also see an error stating "Profile in use" when attempting to run your application with the RUNAS utility.
Use "RUNAS.exe" with the switch "/netonly."
"RUNAS.exe /netonly /user:domain\username "c:\pathToApplicationExe"" allows applications to start under the logged on credentials, but when accessing resources over the network, to use the passed in credentials.