Solution 1:

Are they logging in as the same user as the currently logged in user? Post-10.7, Mac OS X VNC supports logging in and either sharing the current desktop, or generating a new virtual desktop.

HOWEVER, I believe if you're logging in as the same user that's currently logged in, it will take over the computer as though you were accessing it directly. The solution would then be to create separate users for everyone who accesses the server.

Here's some info about the VNC options.

Hope this helps!

Solution 2:

There is a tool called "Screens" which sports a curtain mode, blocking the locally attached screen from showing anything you're doing remotely. It may require specifically their software to run to access the machine remotely, but does seem to address your issue.

http://edovia.com/screens/