If you use Spaces in Leopard and you have upgraded to 10.5.3, there is a new behavior available that you can find in the System Preferences. To see it, go to System Preferences, select Expose & Spaces, and then click the Spaces tab.

The new entry is a check box called "When switching to an application, switch to a space with open windows for the application". It is checked by default as this is the original/current behavior for Spaces. But if you uncheck this box, instead of switching to a different Space when you select an application that is in another Space but not in the current Space, it will add that application to the current Space.