According to the release notes of 8.2, the following item should have been implemented,
E.1.3.11. psql Changes
Save multi-line statements as a single entry, rather than one line at a time (Sergey E. Koposov)
This makes up-arrow recall of queries easier.
The test shows that it's OK under Linux (Slackware), but malfunctioned on Windows XP.
Daojing.Zhou from P.R.C
http://www.pgsqldb.org/