The user needs to be a member of the \computername\administrators group and not a member of the \domain\administrators group. With local administrator rights they can modify their own machine even if they are logged into the domain.
Rather than add each individual username to the administrators group on the workstation it is easier to add a domain group to the local administrators group. For example if Dave and Sally are both members of the Domain Users group (allowing them access to the domain with limited access rights) you could add the Domain Users group to the Administrators group on the workstation.
To do this log onto the workstation as the domain administrator. Go to control panel, user accounts, groups. Open Administrators group and select members. Add Domain Users as a member.