I'm looking for the software that can execute the programm in its own virtual environment. Sort of, creating small virtual machine dynamically for each programm, with it's own disk, limited memory etc. Anyone can help me with this kind of software? The target platform is not necessary, it can be windows or linux type of the operation systems.
I think you are looking for a sandbox to isolate each application. Sandboxie does just that. It allows you to create multiple sandboxes and run your applications inside them. It offers complete protection against these applications interacting with your operating system. However, running simultaneous multiple sandboxes is only supported in the paid version.
If you'd like a free alternative, then here is a related question
If you want to use the same base OS for all your virtual machines then Docker(google uses them). Otherwise, if you want different OS then KVM and XEN are the 2 big names. Many others exist.