Windows 2003 server domain user login without a domain

Hi,
In Win 2003 server, a domain has been created in Active X directory. Some users have been created under the domain. When we login to that domain from a different computer, the domain need not necessarily be existed, but should be for the first login. After that, it persists for two days and again asks for domain to be existed. But, I have seen some systems, without even having the domain exists, the user could be able to logon. Can anyone help me out how to achieve this?

Thanks in advance.
Kadar