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