How to change user without closing applications running?

How to change user without closing applications running? How to change user without closing applications running, on Leopard and Snow Leopard?
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Total answers/comments: 1

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bert [Entry]

In Preferences under Accounts > "Login Options" you can enable fast user switching by selecting the "Show fast user switching menu as: [Icon, Name, Short name]". After that you should see an user menu on the menubar. Just select "Login window" and you'll be able to login as another user without logging out.