Family premium

[Step1052]

I've recently signed up to the premium family. We have all created our own playlists but basically only one person at a time can play their music because if I log on using a different device then it comes up with the music the other person is listening to. It states I am already logged onto the other device and do I want to continue or switch to my device.  If I switch the other person loses control of the account. 

Is there a way we can all listen to our own playlists at the same time on different devices?

Thanks