on each login a session is created for that particular user. that session has an expiry period and is usually based on cookies, that's why when the user closes the browser, the session is also destroyed (the cookie becomes invalid).
each such session has a unique identifier associated with it. this identifier is stored in a cookie (if this is your choice) or can be passed from page to page in the url.
knowing that session ids are unique and generated by the server, you can use them to verify that two clients using the same credentials cannot browse the site at the same time.
how do you do this? just like i described above. when a user logs in, you write beside his id in the database the session id allocated to him by the server. on each request that he makes (each round trip, each time a page that should be protected from unauthenticated user is requested) you simply verify that the current session id (the one passed to the server either by cookie or as parameter in the url) is the same with the one you keep in the database for that user. if this is so, the user is allowed to see the page, otherwise he gets redirected to the login page.
if you still need help, please post.
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"two wrongs don't make a right, but three lefts do" - the unknown sage