Logout and let applications running in background

Question

Is there a way to logout from users session but let the applications running ?

Example :

I have an iMac with 2 users : while the first user is downloading a large file or doing a long time running job, the 2nd user want to log in his account to check his emails...

I know you can do that in Windows XP (fast user switching), is there a way in Snow Leopard ?

Answer 1

Well, there is Fast User Switching on OS X, too.

Does not log out the first user, but the second user can log in and check his email while the download continues in the background.

Fast User Switching can be enabled in the Accounts preference pane (Login Options). It comes with a nice cube animation that was quite spectacular at the time.