How to deny Domain Admin to install Software!!??

The problem here is the, excuse me, messy (to put it mildly) "Business Software" you're using, which was obviously written for Win9x.
Find out what additional permissions your users need to run the software, and, for heaven's sake, take them out of the domain admins group. If it's really, really, really necessary, make them *local* admins of their own workstation, but currently, you are offering your *complete* network to basically any worm, virus, trojan or spyware that your users might drag in, not to mention what malicious users can do. Servers and networks with far better security have gone.
Okay, enough ranting.
To find out which permissions are missing where, get FileMon (http://www.sysinternals.com/ntw2k/source/filemon.shtml) and RegMon (http://www.sysinternals.com/ntw2k/source/regmon.shtml) from Sysinternals.
Log on as a regular user without additional rights. Start FileMon and RegMon using runas and an administrative account. Filter both to log only the application.
Start the application, check for errors. Adjust NTFS or registry (using regedt32) permissions until you can run the software as user.

Another possibility, using only native tools:
Turn on auditing on your machine (local security policy -- auditing policy: turn on auditing for rights usage and object access).
Enable auditing on the usual suspicious folders (using Windows Explorer, folder properties/Security/Advanced/Auditing): The program folder of the program, %AllUsersProfile%, and %CommonProgramFiles%.
Turn on auditing as well for HKLM\Software (using regedt32).
(Obviously, you only need to audit failures.)
Log on as the user you're auditing; use runas.exe to start the event log (runas /user:administrator "mmc eventvwr.msc"), then start the program.
Look in the security event log for access violations and adjust the necessary rights until the program can be run by the user. (Note: some of the violations there are "normal" and can be ignored. Look especially at the ones related somehow to the program in question.)

If you can't get it to to run under a regular user account, it's probably easier and cheaper to replace the software with something properly functioning than to maybe/probably have to recover from a vandalized network.

I really hope, that you misunderstood the difference between domain and local admins, but ...

You really have a MAJOR SECURITY PROBLEM, and you have to do something radically about it NOW (or maybe better the day before yesterday).

There's 2 kind of admins in a network. Domain admins and Local admins.
Domain admins rules the servers (and in normal environment also all the computers).
Local admins rules each computer, but can't rule the servers.

>"Dont tell me to move user to other group. I must them into Domain Admin Group to run Business Software"

Some buisness software has got the annoying misbehave're that RUNNING it, requires a domain user to be local admin on the computer (there's nothing wrong if the software requires local admins to INSTALL the software).
I deal with this annoying issue on http://www.experts-exchange.com/Security/Win_Security/Q_20576959.html

MY ADVICE IS THE FOLLOWING:
1. You IMMIDIATELY have to remove domain users group from Domain Admins group on the servers.
2. You IMMIDIATELY have to remove domain users group from Local Admins group on each of your computers.
3. Find out how you buissness software can be run (not installed):
3a. Using Runas:
http://www.experts-exchange.com/Security/Win_Security/Q_20933972.html?query=runas+jorgen&searchType=topic#10723389
3b. Making the domain user member of the Local admin group, but only on their own computer
members of the local admin group
1. Start / Run
2. Input CMD
3. Press ENTER
4. Input NET LOCALGROUP ADMINISTRATORS
5. Press ENTER
Introduction to LOCAL and DOMAIN user accounts
http://windows.about.com/library/weekly/aa010325a.htm

Builtin and predefined groups in Windows 2000 Pro
http://www.microsoft.com/windows2000/en/professional/help/default.asp?url=/windows2000/en/professional/help/windows_security_default_settings.htm

Builtin and predefined groups in Windows XP
http://www.microsoft.com/technet/treeview/default.asp?url=/technet/prodtechnol/winxppro/proddocs/lsm_local_groups.asp

Builtin and predefined groups in Windows 2000 Advanced Server
http://www.microsoft.com/windows2000/en/server/help/default.asp?url=/windows2000/en/server/help/sag_ADgroups_9builtin_intro.htm

Many Regards
Jorgen Malmgren
IT-Supervisor
Denmark

:o) Your brain is like a parachute. It works best when it's open