We use a hosted dedicated Windows 2008 server for our development work.

We have multiple users logging in to this server via Remote Desktop and working using PHPEd.

There seems to be a few random issues, but most problematic of all is the debugging which seems to randomly popup on the wrong RDP session. I.e. if I put a DebugBreak() break point in the code, run it through the browser on my session, the debugger actually kicks in on onw of my colleagues RDP session, not mine. This is despite us having two different ports setup in the debugging settings.

Is there any way around this?

I've been running PhpED in remote desktop since around v5, but have never tried it with multiple logins using PhpED at the same time. I have got maybe one issue (with split windows code views) which I wondered was something to do with RDP, but have not had any other issues that appeared to be specific to RDP.

Can you explain more about your configuration, such as what debugger settings you use PhpED and in php.ini?

I run multiple instances of Apache (no IIS) on a Windows server; in my case that is for multiple versions of PHP and each Apache listens on a different HTTP port (eg 80 for PHP 5.2 and 86 for PHP 5.4). A side effect of that is that I can also use different DBG module settings on each Apache, so could use different listener ports and each instance is totally independent. You might find a variation of that is suitable for yourselves.

v9 is not so fresh... and what you tried to do was NOT supported at all.
With v12 multi-user access works fine. You just have to make sure that a) each user logs in with his/her OWN (unique) login name and b) each user has configured phped to use unique debugger port number.
Don't forget that you have to purchase corresponding number of licenses - one for each user who will access to the intalled copy.