Wallets already support multiple bitcoin addresses.
You should check out "Options/Change your address" in your bitcoin app

riX, you are absolutely right!

Now all I need is a command line version of Bitcoin.
Command line is on the to-do list after 0.2.
Satoshi, when we may expect the new command line-abled version of Bitcoin? Or is it possible to compile Bitcoin 0.2 in a way it can be used by command lines?