User/Administrator privleges

Just did a clean install of WinXP Pro with three users, all configured as ‘administrators’
Problem: Two of the three users don’t have full access to run applications. i.e. McAfee VirusScan fails, browser says activex needs to be installed, etx. Browser settings are set the same for all users. (Even tried using lowest security settings, but still no success.) Everything works fine under one user. Added forth user as adminstrator but it has same trouble.
Appears that XP Pro is only allowing oneuser to have full admin privledges.