On the page where you setup your administrators, there should be a session policy button. If you click it, the page that you are taken to should have an option that says "Allow Automatic Local Login". If you clear this option, you should get prompted for an adminstrative login when you connect from the console of the server.
This link has the information about what you are tying to do. I'm not sure of it is for the version that you are using, but it should apply for all versions.
http://www.cisco.com/univercd/cc/td/doc/product/access/acs_soft/csacs4nt/acs32/user02/a.htm#wp89225
