The following instructions apply to Windows XP/2003/Vista/2008/7/2008 R2.
Please note that licensing for multiple active sessions on Windows is available only for the server editions (2003, 2008, 2008 R2).
For desktop licensed Windows'es (such as XP/Vista/7) you might wanna Google for how to force Windows to allow multiple RDP sessions, and make sure you don't do something illegal.
To have multiple people in the same session (as in they all control the same desktop, or watch another person doing something):
Open Local Group Policy Editor by typing gpedit.msc in run or cmd.
Enable "Set rules for remote control of Remote Desktop Services user sessions" in the Local Group Policy Editor, then reboot. The setting is under one of these paths depending on your OS:
Windows 2008/2008 R2
[Computer Configuration/Administrative Templates/Windows Components/Terminal Services/Terminal Server/Connections]
[Computer Configuration/Administrative Templates/Windows Components/Remote Desktop Services/Remote Desktop Session Host/Connections]
[Computer Configuration/Administrative Templates/Windows Components/Terminal Services]
Optionally, enable "Restrict Remote Desktop Services users to a single Remote Desktop Services session"
in [Configuration\Administrative Templates\Windows Components]....same paths in Local Group Policy Editor as above.
Create an user account for each person who is going to connect, with passwords, permissions and everything;
Make sure you have the ability to have multiple RDP sessions to the same Windows machine by actual testing. If not, find a solution (like buy a license, or google for how to raise the limit of maximum active RDP connections).
Now every time you want to do the desktop sharing thing:
Have them log in through RDP (the target session has to be a RDP session too).
Via [Task Manager/Users] each person in a RDP session is going to have to right click on the target (common) RDP session and click "Remote Control".
Note: localhost RDP connections can be made using localhost IP's: 127.0.0.2, 127.0.0.3, etc.
Note2: You can enable "Set rules for remote control of Remote Desktop Services user sessions" for an individual account, for security reasons, by altering this setting while logged-on on the target account, and instead of going to "Computer Configuration" root, start from "User Configuration".