[CentOS] How to login to a new session?

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.
-- 
"No-one dies a virgin. Life screws everyone."