WMP searches specific folders for music, this is usually My Documents/My Music. What you need to do is for each user specify where WMP gathers the music from.
To do this open media player and go to Tools/Options. Then click on the tab Media Library. If you click on "monitor folders" button you should be able to select folders where other users music is stored. You should also be able to select your own folder for other people to play when they are logged in
Hope this is the answer you need.
Let me know if it helps