Bill,
I had the EXACT same problem with 2 premier N&W locomotives after I added one of them to the remote on my layout, the second locomotive was on the track, not activated.
To solve the problem - you need to ADD each locomotive, separately, to the remote. Use a test track or other similar single track. Add the first locomotive and note the ID #. Remove that locomotive from the single track and do the same with the second locomotive. Notice the ID#.
Now you can place both locomotives on the layout and run them independently. It is a stupid quirk that will drive you crazy until you realize how to load them.
I run 4.2 software and have three remotes. Also, make sure you back up that remote and use that file to update any other remote you may have.
bruce