Not generally a good idea, unless you have a very specific need that isn't covered by UAC and Opus's Admin Mode. See Why NOT to run Opus as Administrator under UAC for detail and suggestions.
(Unless you just mean you're logged into Windows with an admin account, and have run Opus normally from there, which is fine.)
Googling the error message suggests it's probably due to a security policy setting in Windows. It isn't a message which comes from Opus; it's coming from the OS.