the Agent settings, Additional Settings tab contain an option to 'Disable RDP Session Switching' which should allow you to get into the same session. Also Windows machines have limits imparted on the sessions active, and the machine you are trying to access seems to have this set to value higher than one. Limiting this should prevent you from ending up in other session. This is Microsoft topic on the setting: Configure the Number of Simultaneous Remote Connections Allowed for a Connection
Hope it helps.