Well I see what you mean. This is why I made a different windows account though, using it's own %appdata%. In principle for each server you could make a seperate windows account if I'm not mistaken.
However I'm open for suggestions to improve on this, very open even
I got it to work eventually :) Had to wait from work to do a writeup so others can enjoy the procedure. I'm using the steam install experimental version of factorio myself but it should work with any. I like to post this on the wiki I asked for an account so if I get granted one I can post it there ...
I'm trying to run Factorio as a windows service, I found NSSM http://nssm.cc/ . This wraps factorio as a windows service and it works. The service runs and I can connect , my friend can connect. But it has one major flaw. For some reason it cannot write any savegames. No autosaves, on shutdown ...