Instead of manually running as admin each time, right-click the folder -> Properties -> Security -> Enable Write and Modify permissions for Everyone, if possible.
Alternatively, you can right-click th12.exe -> Properties -> Compatibility -> Run this program as an administrator, but you'll still have to get through UAC every time you want to play.
Alternatively alternatively, in what is probably the best option, just install the games to a location that isn't your Program Files folders.