From OpenERP UI:

• Go to Configuration > Technical > Actions > Window Actions
• Search for Clients
• Open the first result with the name Clients and with no domain value
• in Domain Value put: [('user_id','=',uid)]

Custom module:

• Use the following XML:

  <record id="base.action_partner_form" model="ir.actions.ac_window">
      <field name="domain">[('user_id','=',uid)]</field>
  </record>
  

Note: You can apply the same thing on the Suppliers list

Note 2: This isn't bullet proof, users can have access to some customers from other means.

Note 3: This applies to all users, so if you have a type of user whom you want to be able to see all customers, then you will have to do something else.