You can make your COM Object a singleton by using DECLARE_CLASSFACTORY_SINGLETON
within your EXE server.

However, this will only create a singleton per Winstation, so you were on the right track with the logons.
Use Winstation Monitor to determine how many Winstations are running on your computer at the moment.

If your EXE keeps running in multiple Winstations you may be able to limit this behavior by using dcomcnfg. Find your server, right click on it, and go to the Identity tab. From there you can specify the user, and therefore Winstation, from which your server runs.