You can't reliably work in two or three companies at the same time. I don't know of any ERP system that lets you do that (SAP, Navision etc. all make you specify clearly in what Company you want to work. In Openerp you have to "login" in a specific company to work in it. You can do that by changing the company in "Preferences" under your username in the upper right corner.
Be careful with a Holding and sub's, because it seems, that you can work in all three, but also in that situation you have to set your preferences. To see postings in all three companies and still only to be able to work in one can be very confusing with possibly postings in the wrong company as a result. It is a bit like working as "admin", which is, from a bookkeeping point of view, quite dangerous.

You can add companies to user from the user's setting / access rights / allowed companies.

Hope this helps.

Same problem here. A user that has allowed companies A and B but not the parent company can access only, for example, analytic accounts (from timesheet) from the company specified in the Preferences and not the other one.

Thank you Jaakko!

I already found this option. However it seems the user should belong to the holding company, if i have an user who works for sub company A, and has also rights to sub company B, but won't see sub company b, unless he is member from the holding.

Is their a way to work around this?

Also is it possible to lock a customer to a Sub Company? As a user member of the holding i'm able to quote a sales order from a sub company b, however the customer belongs to sub company a.