By default the Windows XP Welcome screen shows the users created through the control panel applet. Administrator is shown only if it is the only account with administrative privileges. You can change all that by setting up the correct values in the registry key:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon\SpecialAccounts\UserList

To change the default behavior for a user create a DWORD value with its name identical to the account name and set its value to 1 to show it or to 0 to hide it.