If you downloaded SP2 there should be a folder call service pack/i386 in the Windows folder, if SP2 came with the CD or was already install then you MIGHT have to skip this part. Ok heres how I would do it, boot with the XP CD, when it ask to press R to get into recovery console do it. Login with your administrative password.
Do cd\ to get to the root
Do dir *winlogon*.* /s to search for the winlogon.exe file
You should see a listing of the winlogon.exe file and it's location. The important location you should be concern about is in the system32 folder (this is where the original file is located) and in the servicepack/i382 (this is the file you will use to replace the original one). All you have to do is copy the file from the i386 folder to the system32 using this command.
First rename the old files, because we don't want to replace it just incase. We want to leave it there but not allow it to function.
Browse to the system32 folder
Do the command rename winlogon.exe winlogon.bak
Do cd c:\windows\servicepack\i386 to get to that folder
Do copy winlogon.exe c:\windows\system32
If you don't have the i386 folder you can copy the files form the dllcache folder. Heres how
Same step make sure you already renamed the original
cd to C:\WINDOWS\system32\dllcache
do copy winlogon.exe c:\windows\system32
See if this helps.