In case if you don't want to use "Fast User Switching" option in Windows XP you may disable it. First of all you must be logged with Administrative credentials and then perform the following actions:
1. Go to "Start".
2. Click on "Control Panel"
3. Open "User Accounts"
4. Click on "Change the way users log on or off"

5. Uncheck "Use the Welcome Screen"

6. Click on "Apply" Options
7. Reboot your PC. After that the classic login will be used.