I found this online. See if it helps.
So, here's how to get rid of it:
* The logon screen is controlled from the Network Properties applet
o either right-click the Network Neighborhood icon on the desktop and choose Properties, or call Control Panel from Start/Settings, then double-click on the Network icon found there.
o It doesn't matter whether you have a network or not; this is where to make the choice of whether the logon screen appears.
* About half-way down the Network Properties dialogue box is a drop-down list of choices labelled Primary Network Logon. Ignore all the others; choose Windows logon. Click Okay, then restart your system.
o Important note: For this to work, the password in the Windows logon screen must be blank (not filled with the space character, but blank). If you put a password in the first time the logon screen appeared, you have to take it out before you can banish the screen.
o To do so, open Control Panel, then double-click on the Passwords applet.
o Click on the Change Windows Password button.
o To make a change, you must re-enter the old password, first (this is what prevents people from disabling your Windows logon screen if you didn't want it done).
o Then you enter the new password twice (the second time is the confirmation).
o To blank the password, simply leave the new password and confirmation lines empty, then click on okay.
