To turn off the Welcome screen:
Open User Accounts in Control Panel.
Click Change the way users log on or off.
Clear the Use the Welcome screen check box.
If you have Fast User Switching enabled and you are not on a domain, you can lock your computer by switching users.
To switch users:
Press the Windows Logo key + L or click Start, click Log off, and then click Switch User.
there is that but I dont think it will work on a network...