You have to enter PIX and router for radius and tacacs protocol so that VPN users can authenticate using radius protocol and via tacacs we can avail command authorization feature.
Use the below listed document for creating two command set under shared profile component, one for admin rights and other for read-only access.
http://www.cisco.com/en/US/products/sw/secursw/ps2086/products_configuration_example09186a00808d9138.shtml#backinfo
After that turn on the command authorization on the PIX and router (mentioned at the below of the document). Make sure you have backdoor entry via local user account.
Once you have command set there, then go to each group and select the command set under tacacs+ settings ( pls refer the doc)
Also, there is no way out to jump directly to privilege exec mode (in case oof firewall). You have to type enable password before you jump on this mode #. However, this is possible in case of IOS ---router
HTH
JK
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~Jatin