When you download something, it depends on where you save it. For instance, if you save it to a shared folder, C:\Program Files, C:\Windows, etc, it will be accessable by everyone. If you save it to your desktop, My Documents folder, etc, it's accessable only by you and other administrators. If you want to make sure only you can access it, right-click the folder it's in, select properties, select the 'sharing' tab, and check ''make this folder private.'' While there are ways for other admins to get around this, and thus you'll want to ask about encryption for complete security, most don't know how or don't bother.
When installing programs, by default most can be accessed by anyone. If you wish to remove the shortcut to the program from the start menu, go to C:\Documents and Settings\All Users\Start Menu\Programs and cut the item. Then go to C:\Documents and Settings\your username\Start Menu\Programs and paste the shortcut. It will then only appear in your start menu. If you want to prevent the other users from having access to the program, it gets much trickier as you'll have to customize permissions for that. (Ask if you want to go that far, and be sure to name the programs.) Just note that when installing a program, it's not installed on each name...it's installed on the computer and made accessible to each individual user.
Hope this helps,
Im admin on my machine with 3 other users. I noticed that anything i install, download, change, etc on my login does the same to all the others. Is there any way to make it to where anything i download, install, or whatever just installs on mine and not the 3 other users? I dont know if this makes sense or not. Hope so and thanks for the help.