Yea that's the problem I want to be able to setup a separate file account for both the accounts and a shared file account like on windows and be able to download new programme or applications on the other beside needing to login to the admin one again and again just to change stuff.
What I want is to be able to setup a totally different and private separate account.
You can setup all the accounts you want...even a second admin account that you may want to use regularly. However, it is much safer to use a standard account because admin has so much power and can mess things up if not careful. When you download and install software you have to provide the admin credentials, and then the software is available to everyone. Files you can make available between multiple users by turning on file sharing and assigning the users you want to share files to the same group...then give full prermissions to that group so all can read and write and execute. That can all be handled through the systems preferences users and groups dialogue.
Mac OS X has a great deal of power in setting files/file systems for private and shared use. If you are using Lion, guessing that from your 2011 MBP hardware, there are some very good references that will tell you everything you ever wanted to know about the system:
Mac OS X Lion: the Missing Manual by David Pogue is my favorite...formidable book but huge amount of information.
MacBook Pro Portable Genius is excellent with a lot of graphics on using the MBP.