Browse to HKEY_LOCAL_MACHINESOFTWAREMicrosoftWindows NTCurrentVersionWinlogon in the registry and then change the value of the AllowMultipleTSSessions key to REG_DWORD of 1 (or back to 0 to disable). Very similar to how it works in Mac OS X. If you want to script this (eg – for a login script) then you can use the reg command, for example:
reg add “hklmSOFTWAREMicrosoftWindows NTCurrentVersionWinlogon /v AllowMultipleTSSessions /t REG_DWORD /d “1” /f