Self contained shortcut with different security rights

I seem to remember from my MSCE course several years ago.

A way to make a self contained shortcut / MMC with different security rights.

The purpose being that the admin could create a shortcut for a process that required additional rights than the user, no user name or password was required. The shortcut could then be distributed to users without compromising security.

Any help in how this is done, I have completely forgotten how any my course books are somewhere in the loft.