Its because windows XP im guessing your using windows XP does not Start the network up right away EG. windows 2000 Starts the network engine UP then shows the login box Where windows XP Starts the login box and allows users to login while the network engine is starting u, if you goto local computer GP, and goto System Settings >> Admin Temp >> Logon the bottom Value called Wait for network to initalise first Set that to Enable, this should put your system a tony bit slower showing the login box
but your network login should fly through.