D,
With different user accounts, one person can be running say AIM and MSN
Messenger and have a Word document open and be browsing eBay and then switch
users and someone else could log on with their account and be running Yahoo!
Messenger and be browsing an anime fan site. The first user could then
switch back to their session and find it to have been uninterrupted.
If you're speaking of strictly installing programs, however, some programs
will give you the option to install an icon only on your desktop and others
will not. If your user account is a computer administrator, sometimes, as
is the case with AIM, it automatically installs its icon on other
administrator's desktops.
Also keep in mind that even if the icon only shows up on your desktop,
unless the program specifically gave you the option of 'only install this
program for the current user', other users of the computer will be able to
run the application(s).