on a stand-alone workstation?
The Password Control Panel is always there, whether you have a network client loaded or not. In here, select the User Profiles tab, and select “Users can customize their settings”. Specific users can choose to keep a custom Desktop and Start Menu included in their profile. When you aren’t on a network and you have User Profiles turned on, you need to have a password for each user, otherwise it will happily automatically use the last password-less user’s profile. Selecting “Shut Down” and “Close all programs and log on as different user” will let you enter your own name and password.