This paper presents the use of the virtual machine concept as a software engineering tool. The focus is on techniques that allow the rapid integration and assimilation of existing data, models, analytical facilities, report generation facilities, and data base management systems. Since many of these models, programs, and facilities run under different operating systems, they often are incompatible with each other. By combining multiple virtual machines in a particular configuration, and allowing for communication among them, it has been possible to overcome these difficulties. The result is a set of software engineering tools that seem particularly useful in decision support systems. We present the application of these tools along with the software techniques used to implement them, and quantify some of their costs and benefits.