You can copy the program you want to have under a particular account to the Start Menu folder for those accounts and delete it from the Start Menu folder of All Users.
Click on My Computer and look in C:\Documents and Settings\ and you will see a number of folders. One will be called All Users and there will be three others for the accounts you have set up. Open folder \All Users\Start Menu\ and look for the program you want to move. It may be in folder Programs or even in a named folder in here. Cut the program and copy into the appropriate \Start Menu\ folder for your account.
Hope that helps.