In 1993, I'd heard about this "Linux" thing, and how it was basically a free version of UNIX. I found the SLS 1.03 distribution, which had a friendly installer - very much like MS-DOS. While the install files were spread across more than 100 floppies, I was able to easily install Linux on my '386 PC.
Moving to Linux certainly made my data analysis easier, since I could now do it all from my dorm room with no trips to the labs. I could run X Windows (using TWM) same as the labs.
Sure, TWM wasn't much to look at, but it was easy to use and very powerful:

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That summer, I got a student internship at a small company, writing simple reports against their database. While there, one of the developers showed me his Sun workstation, and I really liked the OpenLook GUI for X Windows. It certainly looked a lot better than the rather plain TWM. Looking around, I found a window manager for Linux that looked just like the Sun workstation: the OpenLook Virtual Window Manager (OLVWM).
OLVWM was an important step forward for me, because it introduced the concept of a virtual desktop. In short, this meant that my desktop could expand beyond the borders of my plain 800x600 monitor. OLVWM had a little manager that divided your desktop into different virtual desktops. Each virtual desktop became a separate workspace. I could write my term papers in one virtual desktop, do lab analysis in another virtual desktop, and run commands in a third virtual desktop:

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In 1994, I switched to the "F" Virtual Window Manager (FVWM) which allowed more customization. Again, the "V" stood for "Virtual", as FVWM supported virtual desktops:

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When Microsoft released Windows95 in August 1995, the open source community quickly followed with an update to FVWM, called FVWM95. This mimicked the look and feel of Windows95, but also supported virtual desktops:

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I used FVWM95 as my default desktop for several years after that, eventually switching to GNOME. And yes, GNOME also supported virtual desktops (and still does, today.)
Virtual desktops can help reduce desktop clutter, where you have too many windows open to keep track of them all. When I ran Linux at work, I used to open my email client on one virtual desktop, my web browser in another, and my OpenOffice documents in a third desktop. This was especially useful when writing a document that required referring to other Word or Excel files. I could open all the files at once, and keep them open on the same virtual desktop, making it much easier to switch between them.
Even Mac OS X supports virtual desktops, although I don't consider Spaces to be as integrated as the Linux virtual desktop managers. But that's probably just me. Still, the functionality is there.
So why is it that Windows still does not have a virtual desktop manager? I'm currently running Windows Vista, and this very useful feature is missing. I've been using virtual desktops under Linux since 1993/1994, and Apple has supported them since Mac OS 10.5. But Microsoft hasn't gotten there yet, I guess. It's 2009, but still no virtual desktops in Windows?
Thanks to Stan Reichardt and the St. Louis GNU/Linux Users Group for permission to re-use their screenshots.

