Creating user accounts & logging in

I have just created user accounts on my PC with Windows XP, but I have
encountered to some problems;

1. After starting my computer it automaticly loggs on as administrator. I
would had imagined that it would be changed from control [panel->user]
accounts, but I couldn't.

2. Some (not all) programs can't be executed by non-administrator users
although I have not restricted any privledges of programs and I checked this
also from [properties-> security] of the programs.

3. When user is logging out appears "End program PKjobs.exe". This is not
coming is Admin is logging out

Help needed!