Materials are NOT textures. Texturing a model is a 3 step process:
Texture --> Material --> Model
This means you take a texture and use it in a Material. The Material defines not just the Texture(s) in use, but also the Shader, color, effects, UV offsets, etc applied to the model.
What you're doing is using the same material on two different objects. When you change the texture in that Material, it of course affects both models since they both use the same Material.
To fix, you need to create a new material. The easiest way is to duplicate the current one. Select the Material you want to duplicate in the Hierarchy window. Go up to the EDIT menu and click DUPLICATE. You'll now have a new Material. Rename that material and select your second texture for this material. Last step is to go to you model and select the new material instead of the old one. You'll find the Material selection in the MESH RENDERER component of your model.