During the install of most new programs it will ask if you want to install for the current user or all users.
The "all users" setting does it put a short cut to the program in the "all users" start menu. You can do this yourself manually after installing a program (or for one that doesn't give you an option by doing the following:
Open up the drive windows is installed on (usually c:)
Open up "Documents and Settings" and then the "All users" folder.
Open "start menu" and then "programs".
Any shortcuts or folders in here will show up in the start menu of any user who is logged in.
All you have to do is create a short cut to the program, and then put the short cut in that folder.