Is there any program that can set password on the app like mail or browser? I know about parent control, but I doesn't work with administrator account.
What I want is some program that blocks some apps from launching with popup password window.
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By definition, an administrator account can do anything. If you want to prevent someone from running some applications, don't give them an administrator account.
No, not in a way that the admin account could override. OS X is based on Unix and all admins on the system have the sudo privilege (running anything as root) ergo they can do anything.
There probably is something that would make a popup password window come up, but it wouldn't be secure.
You cannot prevent an administrator from launching an application. What you can do is encrypt the data used by said application so that the administrator cannot access that data. Have a look at Espionage which comes with preconfigured settings for common use cases like Mail.app, etc.