We're on 4.5, so I'm doing this from memory,with the help of some old documentation so it may not be exact.
First, I would create a group. Then you only need to add the users to the group.
To configure shadow permissions:
I think in XP, it's the following:
Start-Programs-Citrix-Metaframe XP-Citrix Connection Configuration
Highlight ica-tcp
Go to Security-Permissions. This should bring up a regular Windows Security Screen with a list of groups and users. Click ADD and choose the group you created above.
After the group is added, click the Advanced button, double click the group you created which should bring up a permissions screen. At the least, make sure there is a check box under the allow column for Shadow.
Log into the Management Console
CLick Policies
Double Click Shadowing This will bring up a Shadowing Properties box
CLick the plus sign next to shadowing
Click Assign Shadowing Permissions
If the group does not show up in the window of configured users, click Configure to add the Shadow Group you created