When using the classic Windows login where it prompts for a user name and password, it typically shows the name of the last person logged into the system.  To disable this, simply add a registry key (if not there already) to:

HKLM\Software\Microsoft\Windows NT\CurrentVersion\Winlogon

Key: DontDisplayLastUserName
Of type: DWORD

And set the value to "1".

For more information:
http://www.microsoft.com/technet/prodtechnol/windows2000serv/reskit/regentry/58530.mspx?mfr=true