In Windows Vista, the screen goes dark when the User Account Control window comes up, which is extremely annoying. They call it the "Secure Desktop", but I think it's obnoxious.
Note that this will make your system less secure before proceeding.
Update: Windows Vista Home users should use the registry patch at the bottom of the article instead.
Windows Vista Business/Ultimate Users
To get to the configuration screen for this, type in security to the start menu search box. You should see the Local Security Policy as the top search item.
In the Local Security Policy window, browse down to Local Policies Security Options
Over in the right hand part of the window, scroll down near the bottom and find the item titled "User Account Control: Switch to the secure desktop when prompting for elevation". Double-click on it to open it up, then change it to disabled:
At this point Secure Desktop should be disabled.
Windows Vista Home Users
For Windows Home users, you will need to open up regedit via the start menu search box. Browse down to this registry key:
Right-click in the right-hand pane and create a new 32-bit DWORD value called PromptOnSecureDesktop, setting the value to 0.