If yes, and you are not on a network domain, go to control panel, system, computer name, change. Switch from domain to workgroup, give it any name unless you have a home network. Use the home network name.
Make sure it's the local administrator, and not the domain administrator account. Since you're using XP, you'll need to change that 3rd drop down box, to the local computer (not your domain).
Then you shouldn't be getting that error message. You don't have the domain login option, and you are using the fast switch screen (which isn't an option on a domain).