Administrator

Should you not run as administrator and have password for all users in linux like you should with windows for security?

Well this is how Ubuntu has always worked - you never get full privileges (this is all I can equate too 'absolute root') until you open a terminal and enter 'gksu nautilus' which gives you power of most things in the system. If you want to look for a GNU/Linux that works like Windows does in respect of a separate administrator password then Sabayon is your answer.