I'm running Mathematica 9.0.1 under OS X.
In order to have separate contexts for each of my notebooks, I used the instructions in the last part of the accepted answer from the following link:
To quote the relevant part of the answer:
"To set this automatically for all new notebooks, open the Options Inspector (Ctrl/Command+Shift+O), and change the scope to "Global Preferences." Then, the option CellContext is found under Cell Options -> Evaluation Options. Change it to "Notebook."
However I've found that after I do this, I lose auto-completion suggestions for symbols that I define in my notebook(s). Is there any way to fix this?