To set properties to the exe program file or to another exe file, select the exe file and click 'Properties' button.
This will open the property windows as below.


In the property windows select the check box as per requirement of the program and save.
'Run this Program as Administrator is a must to run Smart InstallBuilder (8.2) and therefore,this check box under 'Properties' must be checked in ,failing which the execution of program in the target machine will fail.