[BjarneDM]

1) sharing files generally:
You've got two options:
a) placing the files themselves or links to them in your 'Public' folder
b) placing the files in the 'Shared' folder in 'Users'
Look, Mac OS X is *nix based. It's *supposed* to be hard to access stuff stored in other accounts

2) sharing iTunes music:
If everybody should have access to the music, place everything in the 'Users/Shared' folder and modify the settings accordingly for each user account. For the excisting music you can just move the whole 'iTunes Music' folder in your 'Music/iTunes' folder to 'Shared'. For each user account you'll then have to make their iTunes aware of the excisting files in that folder. You do that by dragging the folder into the main window pane in iTunes. You'll still have some permission problems as to who is able to modify the library, but that can be resolved from the admin account by allowing everybody to read/write to everything in that folder and applying the setting to all enclosed items. When somebody has modifyed the music folder, everybody has to do the drag thing again to update their local settings.

3) accessing applications
a) which applications ? - be specific
b) when you are logged in as admin or a normal user ?
If a normal user can't access some applications - in particular those in 'Applications/Utilities' it might have something to do with how the account has been set up. If you go the 'System Preferences' 'Accounts' pane you'll see users with limits on them having 'administered' below their name/picture. Otherwise, try to use 'Disk Utility' in 'Applications/Utilities' and repair the permissions on the startup drive.

Good Luck