You didn't provide much information. It can be done in windowsXP.
You have to administrative priviliges, and the help support center in XP gives instructions on how to setup other user accounts to use programs.

I did it as an experiment one time and it worked fine. I just had to follow the instructions WindowsXP help and support center provided. This can be found in the XP start menu.

If that is not your Operating system may I suggest you read the forum rules at the top of this forum, and post the information it suggests.