This LINK explains how to prevent the welcome screen,just do the reverse.
Tom
hi, well today, i just upgraded this computer i got as a gift from win 2000 to xp, and the first thing i noticed is that it doesnt let me start at the welcome screen, see, i already enabled that option and everything, i got two accounts, both with passwords, yet, when i start my computer, it directly sends me to the administrators account, and i dont want that since the other user in this computer doesnt know a lot about computers (much less than me), well im afraid she might do something to mess it up or something, so i need this computer to send me to the welcome screen so she can select her restricted account and log in into it easily.... help? thanks

Chowhound
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GameFAQs
GameSpot
Giant Bomb
TechRepublic