Alright, I'm running Vista (SP1), and every time I start up Fallout it makes my do the administrator privileges thing.
Is there anyway to get rid of this? I cant runt he game through steam because of this.

Turn off UAC.
To turn off UAC (User Account Control) do the following:
1. Go to Control Panel.
2. Click on the User Accounts button.
3. Click on "Change User Account Control settings" in the User Accounts menu.
4. Slide the slider all the way down.
5. Hit OK and restart if necessary.
Also, check the executable for Fallout 1 and make sure you don't have "Run program as administrator" checked in the Compatibility menu.

Turning off UAC is not recommended and completely breaks compatibility for programs you have previously been running with UAC enabled. Also, once UAC has been turned off "Run program as administrator" only matters if you aren't running from the admin itself.
If you have "Run program as administrator" checked it will demand elevation every time, and under some circumstances the same may happen if you have compatibility set to Windows 95. Without either of these it shouldn't.

I will disagree, i was running with UAC enabled for more then 3 months, then I disabled it because it is one of most stupid things that microsoft created. I have not even one problem with programs, actualy, i had less problems :)