For Windows XP and VISTA:
This is possible with the runas command under Windows. You can either run it from the command line syntax (start - run - then 'cmd.exe') by typing:
( e.g.: runas /user:CERN\joepublic )
For Windows XP ONLY:
or by going with the Explorer to the executable, holding down the shift key and right-clicking, then choosing "Run as".
In both above cases you will be prompted for the NICE password of the new account specified.
This feature could occasionally be useful, specifically to execute certain tasks as Administrator or under an administrator-like account, without having to logout/login.