Unable to Run as Administrator

I’ve recently downloaded Comodo Backup and am attempting to set it up for the first time. When I right click the desktop icon to be able to Run As Administrator the box doesn’t appear so I can set it and enter a password. Also, I have 2 desktop icons, one has some stars around it. I’ve tried repair and that didn’t solve the problem. Should I uninstall and download again? I run Windows 7 Home Premium. Thanks!