This is a system behavior, when you use the same ID to login, it will end the previous session. Unfortunately there is no alternate to this. But what you can try, create a user role and assign permissions to view reports, and add multiple users to that user role. So they can work on report at the same time
This is 100% a security feature and a must. One of the biggest security issues at a company is when people share passwords. Some of the biggest stories of "hacking" out there in the web - most are not actual true hacks but people gaining access based on bad passwords, keyloggers on someones machine or moreover sharing logins etc.
Change why and how your doing this with any client ASAP!
The only solution I have found is to upgrade the number of users. Admin users beyond what you have for the account cost more but the users don't have admin privileges.