Another suggestion, that I just thought of, although considering the hour (3:50 am), I don't guarantee this will make much sense. If you're using Windows XP, create separate user accounts for each person, and require a password to sign in to the user account. When you go off the computer, simply to a Switch Users (Window Key + L) to bring up the log in screen for a different user. That way your running programs will keep running while they use the computer under their account, and they can't touch your programs, because they are locked under your account.
