Under each user account you have start menu folders. You also have a start menu folder under an account called 'all users.' Open Windows explorer and navigate to X:\Documents and Settings\All Users\Start Menu and start rearranging what you want where... if you don't want all users to see a particular program, copy it into the account of choice and delete it from the all users account start menu. You can modify each account the way you want that way. It won't stop a saavy user from launching a particular program if they know where to look for the executable, but it won't be visible in their respective Start> All Programs view.
It depends on the title. Most will install so that all the users on the computer can run them. Some will give you the option during setup if it's for just that account or all accounts, others just do it automatically. There's no set rule.