I believe your question is "How to enable the Welcome Screen in XP?"
If your system is in a Domain, Welcome Screen will be disabled. If not in Domain, try this:
Click Start, click Control Panel, and then click User Accounts.
Click Change the way users log on or off.
If it is not already selected, click to select the Use the Welcome screen check box.
NOTE: The Use Fast User Switching check box is unavailable until you click to select the Use the Welcome screen check box.
Click to select the Use Fast User Switching check box, and then click Apply Options. Quit the User Accounts tool.
HOW TO: Change the Logon Window and the Shutdown Preferences in Windows XP:
http://support.microsoft.com/default.aspx?scid=kb;en-us;291559
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Ramesh - Microsoft MVP
Windows XP Shell/User
http://www.mvps.org/sramesh2k
The Parasite Fight - Quick Fix Protocol:
http://aumha.org/a/quickfix.htm