The installer program that is being used, is putting the icons in the all users profile. From what I can tell, this is by design since Microsoft is assuming that most people will either be the only one using the machine, or that if multiple people use the machine, they will still need access to the programs.
Some of the better install programs give the option of whether to install for everyone or just the current user. Some do not. We have one here at work, that is supposed to install for all users, but the installer is buggy and only puts out shortcuts in the current profile and since the people using this program don't have administrative access, we have to go and copy the settings over.
Windows 2000 also installs to all users unless the installer gives the option.
What Windows Xp will do, is to keep settings like toolbars, desktop backgrounds, screen savers, etc seperate from one another. Of course, if a program does not use the registry to store that info and instead uses a .ini file in a common location then the settings will not be seperate. A good case in point is the Opera Web Browser which uses .ini files to configure itself with and stores them in its own folder. You configure it for yourself, and the other users also will get that same configuration. Games also use this apporach a lot.
The reason that ndetect did that is that installed itself into either the all users startup menu or into HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run.