Pradhap had posted an entry about adding new session in dtlogin. I just add several notes,

1. You need copy the Xresources.<new> to every locale (or at least the locale you daily use). E.g., if your default login language setting (in /etc/default/init) or your preferred locale is en_US.UTF-8, you need copy the file to /usr/dt/config/en_US.UTF-8/Xresources.d (I have to say, it's really stupidly bad ).
2. The Dtlogin*altDtKey in Xresources.<new> must be a valid executable file. Otherwise, your new session would not appear in the dtlogin session list.
3. The Xinitrc.<new> is not mandatory, you could just start your session in Xsession.<new>
4. The new X session would not execute all the initial session scripts in /usr/dt/bin/Xsession.d. You may refer to Xsession.jds that supports this (it sets the SDT_ALT_SESSION to Xsession2.jds, and executes /usr/dt/bin/Xsession to firstly launch these scripts, then start the $SDT_ALT_SESSION).