>It is trivial to create a single form with multiple tabbed pages. (you have to watch the refreshes but that seems to be only gotcha.)

Look at the LockScreen property of the form.

>
>What I cannot find a way is to create a true tabbed application -- each tab having it's own separate private data session.

Service Pack 3, which was released yesterday, has a new session object that may be of some help for you.