The only way would be to write your own login application, and replace explorer with it as the shell in the registry. That way, it would be the first program loaded, and you could have it run a shell execute on explorer upon successful user authenitication.

Brian....there's a button on your keyboard....to the left side, about half-way up....it's called 'Caps Lock'.
Turn it off.
Continuous use of caps is seen as 'shouting', and is a bad practice.

As I recall there are numerous security/access proggies for Windows that can intercept the boot sequence and ask for a password, etc to log on.
Most would probably be surmountable via a boot disk, so wouldn't be a real 'security' thing/benefit, but might give you the 'appearance' you are looking for.