There's no way to directly make distinct layers blend with a background layer but not each other by setting each layers blend mode. But you can just move the blending mode higher up. Simply group the items you want to blend and set the group to blend (leaving the individual layers on "Normal").
A simpler way...
Another option if you're just working with simple solid shapes of the same color (as in your example)—create your shapes on the same layer!
A better way?
Another possible option is to use a knockout. Open the layer style dialog for the top shape and under Blending Options → Advanced Blending set "Knockout" to either "Shallow" or "Deep". This will prevent anything from showing through the object (either all the way to the background in the case of "Deep", or anything in the same group in the case of "Shallow").
The fact that this will affect anything below the object (illustrated by in my example by the rectangle) means it may not work in your exact situation, but it's a useful technique to know.