As long as the program is installed at the directory:
x:\Program Files\ (where x:\ is your Windows XP partition)
...then all users should be able to run the program, usually by executing the shortcut which the installation places in the Start Menu for all users at:
x:\Documents and Settings\All Users\Start Menu\
If there is no start menu shortcut entry for all users, then the user will need to browse to x:\Program Files\ in windows explorer, open the specific program folder and run the program's executable file there. Alternatively, you can create a shortcut of the program in question (as Warez Monster said), and place the shortcut in the Start Menu folder for all users (x:\Documents and Settings\All Users\Start Menu\) so that all users can run the program from the start menu.
It may be that the program is installed in x:\Program Files\, but a shortcut has only been made in your own Start Menu folder at x:\Documents and Settings\*USER*\Start Menu\ (where *USER* is the name of the account in question).
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