so it is working like it is supposed to. ..
each user should have a unique logon.
a unique user can be set in the rdp shortcut if you click options and then save settings at end, the users need to be created on the windows server, they should have "remote desktop user" permissions set to each account. rdp client cals are needed, not sure the specifics on server 2000
how remote desktop works http://msdn.microsoft.com/en-us/library/aa383015(VS.85).aspx
how to create users in win 2000 http://msdn.microsoft.com/en-us/library/office/aa163603(v=office.10).aspx