Picture is shaking in low light
Yes, low-light photography is difficult, precisely because there isn't much light. In order for the sensor (or film, for that matter) to record what little light there is, the shutter has to stay open longer. This gives the subject more opportunity to move, resulting in blurring. Worse, this gives the camera more opportunity to move, resulting in more blurring. The situation is much worse in a compact camera such as the S860, which has a much smaller sensor than a dSLR. In order to pack as many pixels into a smaller sensor, each sensor is less sensitive to light.
If the subjects are not too far away, and at more or less the same distance, you can use flash, either on the camera or off. If the subjects are too far away, the flash won't make any difference. If the subjects are at differing distances, nearer ones will be much brighter than the farther ones.
You can raise the ISO to make the sensor more sensitive to light. This also increases digital noise. How much noise is acceptable is your call. You'll have to take the S860 out of Auto mode for this, though, and the results will still not be as good as you'd get out of a dSLR.
The best way to stabilize a camera is to use a tripod. Failing that, you can use a table, railing, window sill, or other steady surface, in conjuction with the self-timer. By using the self-timer, you give the camera an opportunity to quit moving after you pull your hand away.
None of these suggestions will make low-light photography easy, merely less difficult. Entire books have been written on the subject of available-light photography, your local public library may have one or two.