The welcome screen, displaying all users, was introduced in Windows XP for user convenience. The option to change that back to the more secure, classic logon screen was possible from the control panel. That was removed from Vista's options, but it is still possible. Obviously, this is also possible in Windows 7.
NOTICE: For non-proffesional editions, see the last step.
Step 1: Run & Search
Open the start menu and run (shortcut: Windows key+R) or search "secpol.msc". The Local Security Policy window will open. Under Local Policies, click Security Options. Find "Interactive logon: Do not display last user name".
Step 2: Enable It
Double-click it and enable it. Apply and press ok. I would also recommend disabling the policy right below it "Interactive logon: Do not require CTRL+ALT+DEL". You will then be prompted to press control+alter+delete before loging in.
Now your computer is more secure as you will be required to enter a user name and password each time you logon.
Step 4: For Non-professional Edition Users
Now there is a way to do things on non-proffesional Vista/7 systems.
Search or run the following to open the registry editor: regedit
Now, go to the directory HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\System
Find and open the vaule "dontdisplaylastusername". Change the value to 1 and click OK.
To require users to press control-alt-delete on logon, open command prompt (search/run cmd).
Type in control userpasswords2 . This will open up user accounts. Make sure that "Users must enter a user name and password to use this computer" is checked. Go into the advanced tab. Under secure logon, check the box saying "Require user to press Ctrl+Alt+Delete". Apply and OK these settings.
Log off and you will notice these changes right away!