non-process-terminating shellcode

Hi:
I am looking for some references for creating a shellcode that will
not terminate the exploited application (process that being exploited)
and on the same time, inject the payload that, for example, opens a
shell. I shall be obliged for any help and further readings on this.

thanks
-Sanjay
-- 
Postdoc, DIT, University of Trento, Italy