Name of Last User

I administer a network that has extremely restrictive policies in place for desktops. I am running a Windows 2K server with Group Policies. I have configured the policy that says that the last user name will not appear on the logon screen, but the policy won’t take. Any ideas???? The workstations were running Windows 2K Pro, policy wouldn’t work and now are running XP Pro and still it won’t work. I’ve looked at the Microsoft site and they all say it should work.