I friend of mine at work (thanks Rob) sent this photo montage of the seven (yes, that’s right. I said SEVEN) steps necessary to delete a shortcut on the desktop of Windows Vista.
God I hope this process actually makes it into the final version (on Beta 2 at this point). People will be migrating to Mac OS X in droves!
What Vista should really do is mimic the behavour found in KDE/Mac OS X: When performing an operation that they system thinks should require administrator access, a dialog box would come up and ask for your password. Then for a set period (default of about 5 minutes), you’re allowed to do things as “root” / administrator. Basically, it caches your authorization for a set period, rather than annoying the hell out of you. Install routines do it. Why not delete routines.
Apple’s best advertisting is Microsoft’s bad engineering. Gotta love it.

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BTW--GNOME on most Linux distros behaves the same as KDE and OS X, but that’s to be expected, I suppose.
Ubuntu uses gksudo instead of gksu to accomplish it’s privelege escalation, which checks to see if the user is in the /etc/sudoers file with the appropriate privelege, then asks the user for his/her OWN password before running with root priveleges.