Not sure what exactly you are trying to do.
Only ONE operating system or virtual machine can mount a virtual disk at a time. As there is locking that needs to happen.
If an OS mounts it, it is locked. If a VM has it configured, it is locked.
This is what the dialog is describing.
If more than one device needs to access the contents of the VHD at the same time, then the virtual disk should be mounted and its contents presented as a network share. Thus the machine acting as the file server is the one performing the locking.
The other option is to power off the VM on one machine, remove the vhd from configuration. Then you can power on the VHD at the other station. Again, only one actor / owner at a time.