This was similar to using cron in *nix systems to spawn a root shell.
Anyway I did try it. And it didn't work, as my computer was patched up to date, again by system policy. So the cmd call by at would show a failed result.
I thought that was that, till I ran across something called Microsoft Powershell. It struck me while I was downloading it that I might be able to use the same exploit through powershell.
This is what it looks like before

Note that cmd and explorer are processes run by my user id.
In powershell I repeat the steps like so...

and voila!

cmd as a system process
I kill explorer and fire up explorer from this instance

and now I have both cmd and explorer running as system.
I suddenly remembered, why I was doing all this. so I go into Add Remove. and uninstall McAfee :) and my computer flies...