The permission is an added security feature, since Vista, so that programs affecting critical OS areas, such as the registry or Program File directories must get your authorization first. CCleaner is definitely in the category of programs that effect these areas.
You can go to Control Panel \ User Account
Change User Account Control settings
If you set the level to 0 I believe it will stop asking you, but this is not recommended by Microsoft
It's value is in protecting you from bad programs that may try to touch your system areas without your knowledge, like you run a program that has a little game or something to distract you while it is slipping in some malware - if it is disabled you won't be warned so you need to be ever more careful what you run.