Assuming you have'nt & assuming it can be done, try setting up seperate USER accounts for each individual that use your machine so they can customize their own desktops,for security purposes it would be best each indivdual account was set up as a resrticted account
click on START,open CONTROL PANEL,click USER ACCOUNTS and make as many as you need then see what happens
EDIT: I assume this is what your after as you only have one machine between x amount of people,if any of the restricted users need to install or run anything you can do so as an admin without logging in if i remember rightly you right click on the software or the program you want to run and it will bring up the "run as" menu which will let you select the admin account