More Browser Testing

If anyone knows of a way to have multiple version of IE running on the same PC (Win XP), I would be most obliged if you’d fill me in on the secret. I’ve tried on numerous occasions to make this work. I did it once, way back in the early days of Windows 95 with IE 3 and IE 4. But I’ve no idea how I did that, and no idea how to go about it now, or if it is even possible. Microsoft’s tech support guy seemed to think it was possible, but apparently couldn’t tell me how to do so.