More info is here: http://www.pm-labs.ru/news/105
So let's go on!
Magic words are the command:
netsh http add urlacl url=http://+:9001/ user=DOMAIN\user
Replace URL and user domain/name with your data.
By the way, thanks a lot for all the guys from http://stackoverflow.com/. Great job!(Sidenote. Why is it so complex to request permissions elevation from .NET? I got samples from Microsoft here but it is very unconmmon anyway)