Most answers aren't addressing UACUAC. This covers UAC issues. first
First install PowerShell Community Extensions: choco install pscx via http://chocolatey.org/ (you may have to restart your shell environment).
thenThen enable pscx
Set-ExecutionPolicy -ExecutionPolicy RemoteSigned -Scope CurrentUser #allows scripts to run from the interwebs, such as pcsx Then use Invoke-Elevated
Invoke-Elevated {Add-PathVariable $args[0] -Target Machine} -ArgumentList $MY_NEW_DIR