This is because you installed it in prob c:\program files\ea games or ultima online
Easiest way to do it, is find the install folder, right click it, choose properties. Go to security tab, on permissions choose edit. Add 'everyone' to that and check for full control.
Then you never get a security problem anymore or have to run as administrator.
Reason for this is that all programs that are placed in *program files* folder, get security settings to only be modified by administrators.
If you had choosen another path for the install, like d:\games you would not have this problem.