I have not tested this with any version of Windows XP besides XP Pro. It might work in Home Edition or other versions.
If you do this, then you will get the "Press Ctrl-Alt-Delete to begin" box when you turn on your computer, before it asks for your username and password. It also asks for you to press Ctrl-Alt-Del before you can unlock your computer if you lock it. This is done by default in Windows 2000 Server or Windows Server 2003.
To enable the Ctrl-Alt-Delete boxes, open Regedit and go to
Create a new DWORD value and name it "DisableCAD"
The value should be set to "0"
That's it! Now you can log off to see the change.
(You need to disable the Welcome screen to get this)