Tell me if this works for you or if there's a way to get it working.
Grab a Windows XP SP3 desktop and a ThinApp of your choice, any old ThinApp will do, add a cmd entry point if you don't have one already.
Within the command prompt run the following command
runas /user:domain\username cmd
When prompted enter your password and wait for Dr. Watson to give you the bad news.
The reason I ask, for those playing at home, is that I've got a program that we publish to a view desktop as a thinapp. The user's log on to the desktop with their standard access user account, but some functions within the application require elevated privileges (to access remote computers and the like). The app itself (physically installed) works fine, but as soon as I put it into a thinapp the app inconveniently encouters a problem and needs to close.
Yes, I am using ThinApp 4.7.1, but the error also occurs under 4.6