Two things come to mind, one is that whenever you click to download anything, it almost always asks you where you want to download/save to, here you select your destination. Secondly, regardless where it is downloaded to (desktop,etc.), it, (program,mp3,etc)can be 'cut'(right click) and pasted to where ever you want, My downloads folder, My Music folder, My Documents, etc.
As to your second question, I don't have a good answer, but I would 'think' that a ''program'' would be seen by all whereas an ''individual'' letter could only be seen by the 'author'. When I am installing a program it 'sometimes' asks if I want everyone to see the program or just a certain user. When you install a program it also asks you 'where' you want to install it. It usually defaults to something like C:\Program Files, this, I think, can be changed to something like C:\Documents & Settings\Administrator. Try it, worst case is it doesn't work and you reinstall to C:\Program Files
How do i change where my downloads go to? They automatically download to the desktop now, how do i change that. Also, ive asked a few times but havent got a good answer yet on how to make things i download such as mp3s, progs, etc viewable only when im logged on to my account. Like say i download a program while im on my account, i dont want my roomie to be able to use it when he is logged on to his account or even see it. I have admin powers by the way. I hope my question makes sense. But thanks for the help everyone.