In linux, if you want multiple shells in one window, I use [Terminator|http://www.tenshu.net/terminator/] (gui) or [tmux|http://tmux.sourceforge.net] (gnu screen alternative).

See the Terminal Multiplexer group below for a reference on Tmux.

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[Linux | CategoryComputing.Linux] - [TerminalMultiplexer | CategoryComputing.Shell.TerminalMultiplexer]