At logge ud af finder uden at stoppe sine jobs

Is there a way to log in under OSX (in the finder/aqua inteface) with more than one account at a time, like you can under Windows XP? As it is, you have to log out first, and that means quitting all the users running apps and processes. Since OSX is basically unix, and I can log in to the system using terminal with many different accounts at a time, running different apps, It really souldnt be too difficult to make some changes to the finder/Aqua/login apps, so this would be possible not inly in the terminal, but allso using the graphical interface of OS X.. basically just like Win XP...
Does anyone know of a way to do this?
Sometimes it would be really cool to be able to log out of the finder, and just leave all my processes running.. then let another user log in and do their stuff, later to return re-log-in and find all my apps/processes still running..