GpuProgramParameters objects should be created through the GpuProgramManager and may be shared between multiple GpuProgram instances. For this reason they are managed using a shared pointer, which will ensure they are automatically deleted when no program is using them anymore.
Different types of GPU programs support different types of constant parameters. For example, it's relatively common to find that vertex programs only support floating point constants, and that fragment programs only support integer (fixed point) parameters. This can vary depending on the program version supported by the graphics card being used. You should consult the documentation for the type of low level program you are using, or alternatively use the methods provided on Capabilities to determine the options.
Another possible limitation is that some systems only allow constants to be set on certain boundaries, e.g. in sets of 4 values for example. Again, see Capabilities for full details.