The XP Start Menu Logoff application was designed to be a small utility that removes the Log Off option from XP's Start Menu.

This is done by changing the adding/changing the StartMenuLogoff value in:

HKCUSoftwareMicrosoftWindowsCurrentVersionPoliciesExplorer

Run XP_SMLogoff.exe. A confirmation dialog will appear when finished. You will need to log off/back on or restart your computer for the change to take effect.