Multiple desktop sessions for the same user is disabled by default on Windows Server 2008R2. To enable multiple sessions for the same user:
- Go to Administrative Tools->Remote Desktop Services->Remote Desktop Session Host Configuration
- Select properties on the ‘Restrict each user to a single session’ general setting.
- Un-check the ‘Restrict each user to a single session’ checkbox.

After saving all further new remote desktop sessions will be new unless ‘console mode’ RDP is used.
Links
http://www.serverintellect.com/support/windowsserver/2k8-ts-sess/