It's definitely a system dialog. It just says:

"You do not have sufficient access to uninstall <application name>. Please contact a system administrator."

But I AM a system administrator and it doesn't make any difference!

I am using the HKCU especially to get rid of the restrictions involving HKLM. When I use HKLM instead I get the UAC prompt twice and I have to click Continue twice (which is not a problem) but after that I still get the "You do not have sufficient access" prompt so the problem remains unsolved.