Do you log off when you change users are you using fast user switching (FUS)?

If you are using FUS, then try this

Open Notepad (Start | Run, Type in Notepad)

Copy the following in green to Notepad

Windows Registry Editor Version 5.00

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon]
"KeepRasConnections"="1"

Click File | Save As

Change Save as type to All Types

Call the file KeepRASFUS.reg

Save to a location that you can remember

Close Notepad

Find KeepRASFUS.reg,

double click on it

Click Yes when it asks if you want to merge

Restart your computer in your main account, and now try Switching users