You have to run the command in an elevated command prompt. Else, it won't run. To do this, go to "Start" and type in cmd at the search box. Then, press <CTRL>+<Shift>+<Enter>. If you would like to run programs and scripts without being prompt over and over again, you got to disable UAC. You can disable it through the msconfig utility and remember to restart your computer after that for the changes to take effect.
Alternatively, you can enable UAC without being prompt but you still have to run programs and scripts as an administrator (Right-click --> Run as Adminstrator). The following does the trick. First, go to "Start" and enter secpol.msc at the search box. Press <Enter>. Now, navigate to "Security Settings" --> "Local Policies" --> "Security Options". On your right pane, search for "User Account Control: Behavior of the elevation prompt for administrators in Admin Approval Mode" and change the setting to "Elevate without prompting".
I was about to say i turned mine off because it's annoying...
that would still give you the problem of running programs you'll have to run them as the admin which could be a hassle... but that is a good idea if you just don't want it popping up
You can turn it off completely by going to the control panel as well. I don't see the need of installing external software to turn it off. And you can turn off security center notifications as well in the security center.
If You alco turn off Windows Security Center Vista won't be annoying annymore 