I found this in a few different places around the 'net - hopefully it's helpful:

Change the Logon Window and the Shutdown Preferences in Windows XP

Setup configures Windows XP to use the friendly Welcome logon screen and the shutdown buttons, if your computer is installed as a home computer (a computer where a network domain has not been specified).

This article describes how you can enable the classic logon screen used by Windows XP Server that resembles the following example:

Log On to Windows
User name: _____________
Password: _____________

To temporarily use the classic logon screen, press Ctrl+Alt+Del twice on the Welcome logon screen.
To configure Windows XP to use the classic logon and shutdown screens for every logon session, do the following:

• Click Start, and then click Control Panel.
• Double-click User Accounts.
• Click Change the way users log on or off.
• Click to clear the Use the Welcome screen check box.

Note: If you disable the Welcome logon screen, you also disable the Fast User Switching option.

* Click Start, and then click Control Panel.
* Double-click User Accounts.
* Click Change the way users log on or off.
* Click to clear the Use the Welcome screen check box.

Does not work for me as they are greyed out

What word goes into DWORD in the registry?
For XP?

Require users to press CTRL+ALT+DEL before the classic logon screen appears
Warning If you use Registry Editor incorrectly, you may cause serious problems that may require you to reinstall your operating system. Microsoft cannot guarantee that you can solve problems that result from using Registry Editor incorrectly. Use Registry Editor at your own risk.

If you want users to have to press CTRL+ALT+DEL before the classic logon appears like a Windows XP-based computer that is joined to a domain, follow these steps:
1. Click Start, click Run, type regedit in the Open box, and then click OK.
2. Click the Winlogon subkey at the following registry location:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
3. Click Edit, click New, and then click DWORD value.
4. To change the value name, type DisableCAD, and then press ENTER.
5. Keep the data value set to 0. The data value set appears as 0x00000000(0).
Warning .. Require users to press CTRL+ALT+DEL before the classic logon screen appears

Dont want that .. want to change back to classic