1. An application program grouping method which specifies a group in a multi-window system, said group being a combination of application programs which carry out a process by linking with each other, said multi-window system being capable of simultaneously executing in parallel a plurality of application programs respectively having one or a plurality of conversational or interactive windows that are displayed on a display, said application program grouping method comprising the steps of: (a) dynamically specifying at least two of said application programs which are to belong to one group in said multi-window system capable of simultaneously executing said at least two of said application programs in parallel to manipulate a set data by a first application program of said at least two application programs and simultaneously processing said set of data by at least a second application program of said at least two application programs while said first application program processes said set of data; (b) carrying out a grouping process which automatically generates one group made up of said at least two of said application programs which are linked together by said grouping process to carry out said process in said combination in said multi-window system, said grouping process being carried out using a common conversational or interactive window system structuring tool that is included in each of the application programs; and (c) automatically changing during the grouping process, a display format of the window of each of the application programs belonging to said one group to a display format which is the same within said one group but is different from a display format of the window of an application program not belonging to said one group.