I assume you are trying to set this up for your customer. We had a similar issue and haven't found a way to get PSW to do it either. It would be real nice if PSW would allow for sub-departments and/or assigning multiple companies to one user.
One theory we had was to setup apache for virtual hosting. Then have multiple website folders. This THEORY would allow you to setup all 11 companies in one Website folder and give your customer a custom role that would allow them to see all companies. Otherwise, "See all companies" in the role setting shows the othere customers you have to them as well. We haven't tried this yet because we don't know how to do.
The other thought (we did this one) was to go into the "tblcompanypersonref" table in the MySQL database. Add a record for each company that refers to that user. This has worked for us so far and haven't found any problems with doing this yet.
BE VEERRRY CAREFUL DOING THIS KIND OF THING! Manually changing the database can produce unwanted results in PSW. PSW recommends have an install on a separate machine that you can play with.