How to change Servers on a System

So you login to server X on a system and you would like to move to server Y on the same system without logging off and back on again – How do you do it?
You can do this a number of ways – the method I follow is:

1. Go to transaction SM51. (see server overview)
2. Double click on a server to see the processes.
3. Then open a new session, you will now be on the new server you double clicked.

Be careful NOT to use the back arrow from the work process overview or else you will move back to the old server.

OR

Select the Server -> Goto -> Remote Logon