I don't believe there is a "single-user" mode that can be set in the database. The exclusive open option is a default for each user, not each database. You can add a parameter to a shortcut to the database that makes it open the database exclusively but users could still open the db directly.
Another option using VBA is to have the database check for the existence of the "ldb" file when the database is first opened (using the AutoExec macro or the OnOpen event of the form that is set to open automatically). If it exists, then exit the application because the database has been opened already in shared mode. If the ldb doesn't exist and someone has the database opened exclusively, they'll get the Access error to begin with. If they know about the special bypass key, however, this can also be circumvented.