[Joy]

You carry me since the first time you met me,
but I am not heavy on your shoulder,
and not carried on the back by thee,
but can still be more burden than a boulder,
when you try to catch me I flee,
and when you run from me I hunt you,
everywhere I follow thee,
but sometimes look for me you do,
I can cause laughter and I can cause a tear,
I bring joy and fear and sorrow,
eveytime and everywhere,
I'm a thing you can not borrow,
but nothing lasts for ever and one day,
I will not be by thee,
I will go my own way,
and noone will ever find me,
what am I?

Sounds like time to me.

As for the other one

I have many fingers,
but no hands,
I go across the world,
to foregin lands,
yet do I not walk not run nor fly,
I can be short and I can be high,
in many ways i help thee,
yet do you kill me,
what am I?

Shadow is all I can think of, but how can a shadow help someone?