Enable Vista's hidden administrator, and password-protect its XP equivalent
You probably know about the "hidden" administrator account in Windows XP. It's the only account on XP systems on which no other accounts have been created.
Until you add a new account, you zip right to the desktop when you boot the OS, with no stop at the Welcome screen. Once you set up one or more new accounts, the default administrator disappears, though you can bring it back in both XP Home and Pro. (More on this below.)
Vista ships with this account disabled, which is not such a bad thing because every user on the PC should have his or her own custom account, even if "every" translates to "one."