You could use a policy to configure the Shell to an ICA file. The ICA file would connect the user to Citrix server, then when the user logs off the Citrix server, it would also log the user off in the local Win2k client.
I did this with win98, not 100% sure it will work with Win2K the same way.
Reply back for more instructions. I'm gonna try to see if I can configure it on my Win2K station. Dave Namou, MCSE CCEA