JSI Tip 6639. When an Administrator runs Netset.exe, the 'You must be an administrator to run this application' message is displayed?

NOTE: See How do I change the network configuration on Windows 2000 clients, in batch?

While logged on as a member of the Domain Admins group, I received the following message while trying to run the netset.exe utility:

You must be an administrator to run this application.

I verified that Domain Admins was still a member of the local Administrators group. I was able to run this utility a few days ago. The only thing I remember doing was to add myself to various groups, as part of a test I was conducting. Sure enough, when I deleted myself from several groups, the utility started working again. I didn't have time to determine the exact number of groups that cause this problem, but 21 groups was still working.