Session retailed in xterm after terminal disconnected [1]

I find xterm very useful but due to one feature i am not able to use it, do we have any thing like that in Xterm as mentioned below?

In puttyCM when the session disconnects the terminal does not close, it just reports that the session has disconnected and retains all the command which you would have run on that session.

In xterm the session closes and i loose all that i would have done in that window

Is there a way i can configure xterm to retain the terminal open and then just reconnect to it and continue?

Program Ver. : Xshell 4

You are talking about Xshell or Xterm?
Xterm has not a feature like puttyCM unfortunately.
Xshell has that feature already. You can go and find 'Tools -> Options->Advanced'.
Bye.