Windows 2000 Server log on

I am trying to set up a small helpdesk of 10 pc’s the pc’s will logon with accounts user 1, user 2 all the way to 10 these accounts are set up on the server and this connects in fine and they can access all files that are shared to those accounts. The problem I am having is I want to set up some private home drives and would like them to logon as there own names. I have shared each individual folder with those user names but I correctly get an access denied message when logging into the folder. Is there a way to prompt for a user name and password at this stage so they can log on as themselves?