2013/2/7 Jonathan Wakely <jwakely.gcc@gmail.com>
I've downloaded mingw-get-inst-20120426.exe and run it, but it always
gives me the UAC prompt and then the setup wizard tells me I've
launched the installed as an Adminstrator, and "To install for
yourself only, cancel this installation and relaunch without
Administrative privileges."  But that doesn't seem to be possible, it
always launches with admin privs.  If it's not possible to run it
without admin privs, the installer shouldn't suggest running it
without.  If it is possible to run it without admin privs, why does
the installer always trigger the UAC prompt?

Try pressing shift while right clicking the executable, then choose run as a different user. It will need to have a password set. Either way, I think even if you run it though the UAC prompt, you can still install it for yourself only, by just choosing a personal location for the installation (that is, one for which you have write privileges), and possibly disabling the start menu shortcut if it tries to place it in the all users profile instead if yours.