how do i grant privilages to 'normal users'
 

how can i allow normal users to use applications such as X CD Roast or so?

Set the file permission to allow execution. Like this:
chmod 755 <application name>
This sets:
read, write and execute for owner (probably root) (first 7)
read and execute for group (middle 5)
read and execute for all (last 5)

Regards
Martin