I have two users with admin rights: AdminA and AdminB. When I create a VPN connection for AdminA, it also shows up for AdminB and vice versa.
How can I prevent the VPN connection that I created for AdminA from showing up in AdminB's account?
You can't. In Mac OS X as in traditional Unix, network settings are per-system, not per-user, because network changes affect all users of the system.
It helps to consider the case when other users have their own processes running concurrently with yours, such as via Fast User Switching or SSHing into the box from somewhere else, or cron or launchd jobs. If you fire up your VPN session, everyone's processes on that system get the enhanced connectivity afforded by your VPN session, not just your own processes.
If you don't want someone else to fire up a given VPN link, don't share your VPN login credentials with them.