I have File Maker pro 10 Advanced. I would like to have multiple users access a program at one time. Can this be done and if so is there any settings that i need to make for this to work.

By "access a program" I assume you mean "access a database".

Yes it can be done in 2 ways: with the FMP client and through Instant Web Publishing (IWP).

To share through the FMP client, each user needs a licensed copy of FileMaker Pro. Ideally set the databases up on a separate machine that is dedicated to run as the "host" so the databases are constantly available. This machine needs another copy of FileMaker Pro or better yet, FileMaker Server.

When sharing a database through IWP the other people access it through the web browser. This avoids the necessity for each person to have a copy of FMP but the features and user experience through a browser are less "rich" than through the client.

For completeness it should be mentioned that FileMaker Server is the preferred way to do this. A server computer with FileMaker Server installed hosting the database file(s); each user has a copy of the FileMaker Pro application.

How many users? Same physical office or geographically distributed?