how to upgrade a package without removing previous version

["Nuno Vasconcellos" <caminada@hotmail.com>]

I am not sure if this question is supposed to be in this list. Anyways...
I would like to know if there's a way, with 'dpkg' or another tool, to 
upgrade a package without unistaling the previous version.
In Red Hat/Fedora, this can be achieved with 'rpm -Uvh <package name>'. Is 
there a way to do the same in Debian?
One detail: apt-get cannot be involved as I refer to the kind of package 
that is not related to a repository, it could be a package debianized from 
rpm via alien or packages such as skype or realplayer, that are not (at 
least I am not aware of) in a apt-get repository.
Thank you,

Nuno