Humm...

Ohh! I know why my sql has BUILTIN\admin ... first off, I use SQL Server 2008 R2, then during setup, at the Database Engine Configuration screen, you can specify administrators...

From my observations .... On Windows 2008 / R2, this behaviour is expected.

To make it work, you have to elevate the process with administrative privilege (UAC)

So you open SQL Mgmt...