This is caused by the asyncronous loading of networking during the boot up process. This speeds up the login process in a stand-alone workstation by allowing the user to log in with cached logon credentials before the network is fully ready.
To disable this "feature" and restore your domain logons to their normal speed, open the MMC and add the group policy snap-in. Under Computer Configuration-->Administrative Templates-->System-->Logon, change "Always wait for the network at computer startup and logon" to ENABLED.
This can be fed to clients via a group policy from a Windows 2000 server by upgrading the standard policy template with the XP policy template. Since this is an XP only command, non-XP systems will ignore it in a domain distributed group policy.