What version of Zenworks are you using and what version of the management agents? It seems like this was resolved in one of the Service packs.
If it is an MSI installer, there is a switch to install just to the workstation. Otherwise, for every user that logs into an individual workstation it will re-install.
A really ugly fix you could do with your application object, is put in system availibility options so that when file xxxxx.xxx (something installed with the patch) exists the object won't show up. Not really the best option, but would work.
You might also want to check if you are installing the application as a normal user, secure system user, or unsecure system user. Try the Secure system user, this should do the install with elevated privileges on the workstation in case your user is not an administrator of the local workstation.
Good luck
TL