The service cloud console (what you want) and the console tab (what you're seeing) are two different things. To get access to the service cloud console, you'll need to create a Service Cloud Console enabled app. This is not a big of a deal as it sounds.
- Go to Setup, Create, Apps and click "New". Select "Console" on the first screen to create a Service Cloud Console enabled app.
- Check "Service Cloud User" on your User record.
When you switch into the new app, you should see that layout.
See also: http://login.salesforce.com/help/doc/en/console2_define_app.htm