Your process (and threads) have a token assinged to them. That token already have all your groups set up. Under UAC, the Administrator group is disabled. UAC will remove that disabled group so you end up with a full administrator token.
To acheive the same, you must have the TCB priviledge. In other words, to elevate a process at runtime, you will need help from a process running under the SYSTEM account, and Microsoft isn't providing one, nor an API to control the current UAC implementation. Otherwise, it would defeat the purpose.
For the sake of completness, there is a whitelist of process that can perform some elevated operations without prompting. In short, your executable needs :
- To be signed by Microsoft
- To perform predefined operations, like with IFileOperation
The best explanation I found is this hack. It has been fixed since then, but is sheds some light on the whole thing.