How to login to a new session?

[admin at homemachine.net (Tom)]

duffmckagan wrote:
> I have Cent OS 4 with KDE.
> How do I enable an option of starting a new session with the current running?
> 
> What I want to do is.....If I Lock my Screen, the other user should be
> able to Login to a new session on the Same computer.
> 
> I hope this is clear.
> Thank you.

Ubuntu have this feature, switch users, but I haven't been able to do it 
without losing the other session. [centos 3 & 4]

cheers