It's not a problem, you simply must install it into every user account, and this is correct according to proper Windows development guidelines: an user program should only install into a single user account.
By installing under several users, you won't "waste" space, because the program actual files/folders will be the same, only the User Preferences will be independent for each user, and rightly so, since different users might want different settings.
However, if you install into an user account with limited permissions, then it might not work.
