If your document class is book, scrbook or something similar, you will probably not going to be very delighted about the result. multibib does not much more than creating a new bibliography for each category. But in the document classes mentioned above, bibliographies are regarded as chapters, which have page breaks and an empty page after them.
To fix this, the definition of the bibliography command of your document class needs to be renewed to declare bibliographies as sections instead of chapters. If you happen to use scrbook, these style files might be helpful.
