Communication over I2C protocol with more than one A/D device
Yes, you need different devices for different addresses. Up to 8 addresses are possible:


  The first part
  of the control byte consists of a 4-bit device code, which
  is set to 1001 for the MCP3021. The device code is fol-
  lowed by three address bits: A2, A1 and A0. The default
  address bits are 101 (contact the Microchip factory for
  additional address bit options).The address bits allow
  up to eight MCP3021 devices on the same bus and are
  used to determine which device is accessed


The number after the A in the part number indicates the address: 



Off the shelf you get address 5. If you want other addresses you have to order them specially from Microchip.

The device sacrifices flexibility in favour of size. If you want multiple devices on the same bus and not have to order different parts specially then you generally end up with a bigger chip with more pins to allow you to manually configure the sub-address.