You need to know user rights. I nwindows explorer click tool folder option, uncheck simple sharing at the bottom. Now when you right click shortcuts of programs you will be able to set user rights by clicking the security tab .
Files have three options read ,write execute logically if you can;t read a file you can't execute it and so on.
Windows has three main types of users, aministrator, power user, and plain old user, which is probably what they are.
You must set the options for users for that particular program to full control, you may set it different to work if you know what you are doing from here. Waring this may only work in XP pro not home but not sure. there must be a way in home too!
The thought that windows writes to a hdd efficently is absurd. Windows not matter which one writes to the hard drive like crap.
Linuxs' (different operating system) ext3 or resier file systems are the only ones capable of this.
I suggest getting a disk defragementer from elsewhere, like diskeeper, it has a set it and forget it option and it defrags quick.
P.s you could also right click the .exe file of the program you wish to set user rights to not just the shortcut.
You shoud post your full operating system.
If you don't know how read the how to on the left of the screen.
http://computing.net/howto/simple/findver/