I'm guessing that you are using a Windows Live account to log on. You have discovered what users of Windows networking have used for years - roaming profiles, which sync changes between computers. On Windows 8 it will even sync the state of an application, say an eBook reader, between machines so that they all know what page you were reading.
If you want individual computers to have individual settings you need to change your roaming profile to a local one. See this link
for instructions on changing your account type.