I ran into this when a machine was set to power save in an odd way. It would take some 5 minutes plus to boot and the power saving was set to 5 minutes. A checkbox was checked that read something like "show login screen on resume."
There are likely other scenarios like this.
XP SP2 home addition, most of the time, but not all of the time, when I login I get the desktop, the icons start to fill in and then the screen goes dark and it goes to sceen saver. I have to hit any key and the login screen reapears and I have to login again.