I'm going to disagree with everyone else and say "poppycock". Every XP Pro machine I've ever setup defaults to the Welcome screen on a fresh install if the
machine has 64+MB of RAM. I have to manually disable it to get the old username and password login.
I suggest you look for installed software that may have disabled the Welcome screen because it isn't compatible with fast user switching. Having the
Novell Netware client installed, Offline files enabled, or
being joined to a domain can also prevent use of the Welcome screen.