How do i run an application as administrator???

i have downloaded a aplication and when i want to run ir, appears somethig that says that i have to run ir as administrator. How can i run it that way?? i am the only user os this mac! Thanks and sorry for my english i am from Argentina

Lion Mac OS X Communities
MacBook Pro
Maybe instead of leaving us in the dark.... what is the name?
Very possible it isn't compatible with Lion too.
incompatible with OS X Lion

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