Actually, this really is not all that fast - it simply means that instead of logging out and then logging on - you can switch to another User Account while keeping the original user logged on.
Click Start on the Windows taskbar, and then click Control Panel.
In Control Panel, double-click User Accounts.
In the User Accounts dialog box, under Pick a task, click Change the way users log on or off.
Click to select the Use Fast User Switching check box.
Switch Users From the Standard Logon Screen
Click Start, click Log Off, and then click Switch User. The Windows XP logon screen appears and displays the number of running programs for each user under that user name.
Click the user that you want to switch to.
Type your password, and then click the arrow button to log on to the computer.
Switch Users From the Task Manager
When a user initiates the Switch User option, the computer returns to the Welcome screen. The current user's session remains active and another user can now log on and use the computer. You can initiate the Switch User command in any of the following ways:
Click Start, click Log off, and then click Switch User.
Open Task Manager (CTRL+ALT+DELETE), and then click Switch User on the Shut Down menu.
Hold down the Windows key, and then press the L key).
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