Windows Vista: Standard Accunt / Admin rights

Standard Accunt / Admin rights

Hello, My son has a laptop in which he plays a game WoW=World Of Warcraft.
He made a few user accounts for his brothers and when they start the game a panel pops up I guess the Useer Acount Control, saying it needs permission, and below that, type a admin password, this does not seem right to me, Because they can obviously log on to his account or even from their account make changes and all this.
What did he do wrong ? or what does he need to do to fix this properly ?.
So they can logon to their Standard account and play the game without using his password.