Hi,
I suspect you are experiencing this because the SASUSERS group (of which everyone who has a SAS identity is an implicit member of) is, by default, a member of the "Management Console: Advanced" role which provides access to a number of plug-ins (including User Manager, Data Library Manager and Authorization Manager). If you want to limit a subset of your users to a smaller set of plug-ins then it will be necessary to first remove SASUSERS from this role (remembering to ensure that everyone who should have access to those plug-ins still has access to them via another role or roles). An alternative way is to edit the "Management Console: Advanced" role and remove the capabilities you don't want to provide to SASUSERS, however modifying the capability set for pre-defined roles is not a recommend approach. Instead the recommendations are to only modify the membership of the pre-defined roles and create custom roles with appropriate memberships when you need different capability sets.
In addition to the standard SAS documentation on roles and capabilities, I would recommend having a read of an excellent SAS Global Forum 2010 paper by Kathy Wisniewski on the topic: Be All That You Can Be: Best Practices in Using Roles to Control Functionality in SAS® 9.2.
I've also wrote about tracking multiple paths to a capability in a blog post last year: Capability Reviewer Preview: who has access to a capability and how?
I hope this helps.
Cheers
Paul