Hi Mike
This is done through Security Groups. Assign a user to a Security Group under User Setup - I would suggest using an abbreviation of the company they are restricted to. Then launch the Ledger they are restricted to and under File | Security Group Setup, add that Group and click on Permit All. For the other Ledgers, either don't add that Group or add the Group but check and then uncheck Permit All (same effect but the latter displays a nicer rejection screen).
Steve