If you're using Windows on a PC you have to be the administrator.

Control Panel -> User Accounts -> Change the way users log on or off

I installed a security access program this week to login securely on the network at work and it disabled my ability to switch users and such unless I uninstall that program (I probably will, and will reinstall it when I need it). So I can't trace then entire procedure right now, but that is where it happens, I think.

Also look at the User account types and such for help, in the same screen.

SRS