Symptoms
When you click Start, click Shut Down, and then click Log Off User, you may be logged on again without a password prompt.
Cause
This issue can occur if you configure your computer to log on automatically.
Resolution
To resolve this issue, follow these steps:
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Click Start, point to Settings, and then click Control Panel.
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Double-click System.
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On the Network Identification tab, click Change.
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In the Network Identification Wizard, click Next.
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Click This computer is for home use and not part of a business network
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Click Users must enter a user name and password.
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Click Next, and then click Finish.