You werent editing the registry when the problem started, were you? That happened to me when the registry key "userinit" ( in HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon\Userinit ) was accidentally deleted. It was a hot mess.
Anyways, hopefully your issue is somewhat less involved. Give this a read:http://www.kellys-korner-xp.com/xp_wel_screen.htm
I cant overemphasize the importance of being careful
with the registry, if you decide to edit it.