WinXP - Multi Users

Question:

When setting up multiple user accounts on WinXP (either Home or Pro), how does one go about overridding the conflicts/issues that I seem to be having whenever I try this feat?

User A - Full Administrative rights
User B - Limited Access

Installed program(s) under User A because User B is limited and unable to install programs. But when logged in under User B to use an installed program little problems pop-up regarding the programs functioning aspects.

Is it best to give full rights to all users, install programs, then go back and limit User B (or others) so that the program will function better?

I really want to limit User B's ablility to install programs, make changes to the system and such. But keep running into this sort of issue where the programs that are need by limited users run poorly to not at all because they cannot gain access to the files that they need in order to open, run and function.

Anybody been here, done this, know the $10,000 answer?

thanks