XP user privileges

I have Windows XP Prof. in stalled on my home conputer. I have administrator rights, rest of family have user rights, with seperate logons. Unfortunately they are not able to access programs such as Winamp, Half Life, Diablo. Access is available if they are granted Admin rights. When they try to access Winamp with user rights they do not have access to a certain .dll file. I have tried to add the userids to the Power User group but this seemed to confuse XP. You can imagine my fear if my only solution is to grant everyone Administrator rights. Imagine users with that much power.......(aaaargh)