To expand, it's stored in the game config.
You could make a batch file that copied over a configuration file and launched the game, you'd just need to maintain 4 separate copies of the game config with the appropriate account name in each one. Then a shortcut to the appropriate batch file.
Pro tip for free, you could do it with 1 batch file and pass in some param to select between accounts, and use select case (or whatever the heck MS DOS uses) instead of 4 batch files.