Yes, he means e.g. Internet Explorer and Netscape at the same time.
I have just been informed that (most/all?) windows' have a hosts file too - search for hosts beneath system32 and edit it. Instructions on the format are contained within the file.
But even without doing that adressing the server once with it's name and a second time by typing it's ip-address in the same browser's url field should give you two different sessions.