The programs you download and install are only loaded once on the computer, but by the sound of your query it is available to be run by all users.
This can easily be changed by accessing the followi9ng folder C:\Documents and Settings\All Users\Start Menu. Look in this folder or in the Programs folder within it and find the program you have installed. Use the Cut or copy command to copy the short cut or whole folder to the folder C:\Documents and Settings\[Account Name]\Start Menu\Programs where [Account Name}\is the folder for the accounts you want to run the installed program.
As you say it is slowing down other users this may mean it is starting up automatically on log on by a user. If it is a program that auto-starts then look in the folder StartUp in the above and make sure you copy it into the Startup folder for the correct account then it will only aut-start when that account logs in.