How to make Python Debug Server be always on?

I think I've once found out how to make Python Debug Server to be always on i.e. to not stop when debug session is terminated.
However I can't find this anymore (was looking in settings, PyCharm's docs and Internet).
I'm using PyCharm version 3.1.1

Thanks in advance for help.
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Hi Piotr,
How is the debug session terminated?

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