Admin accounts behaving differently

I run XP Home/SP2, with 2 logon accounts. Both are administrative accounts,
with full privileges.
On one account, I can download, and run, a virtual account program (from
Citi).
On the other account, I cannot run the program at all; I am even blocked
from downloading the program; the program will not even run directly from the
website.
How can 2 seemingly identical Admin accounts behave so differently?
--
John