welcome to macbook forum.
if you open your system preference / account / at the left side it should be your user name and it should said Admin at the bottom, and you are the administrator. Just click parental control tab, and it will said : you cannot turn on for an administrator user or a network account.
Even in user with admin right, it will asked password if you want to modified or install something for security purpose.
And if you want to add user, just click the + sign under that. and here is link about manage the user:
http://docs.info.apple.com/article.html?artnum=107180
Hope that will help.
And please do not threat us by pointing "fell like screaming and buying a new PC".
We gladly help you without you have to say that and honestly we are tired of getting that threat and we don't care if you want to return your macbook and switch back to PC.
Good Luck.