I have XP Pro. I have Switch User and LogOff Shortcut docklets. They work well.
Switch User Shortcut Docklet:
1. Right Click Dock. Rest cursor on Add.
2. When menu appears, Left Click "New Shortcut" on menu.
3. Right Click New Shortcut on Dock.
4. When menu appears, Left Click "Dock Entry Properties..." on menu.
5. Dock Entry Properties thing appears.
6. Fill in Boxes in Dock Entry Properties:
Title: Switch User
Link: C:\WINDOWS\system32\rundll32.exe
Arguments: user32.dll,LockWorkStation
Start In: %windir%
Run: Normal Window
7. Find suitable icon or .PNG to link to. Link it.
Logoff Shortcut Docklet:
1. Right Click Dock. Rest cursor on Add.
2. When menu appears, Left Click "New Shortcut" on menu.
3. Right Click New Shortcut on Dock.
4. When menu appears, Left Click "Dock Entry Properties..." on menu.
5. Dock Entry Properties thing appears.
6. Fill in Boxes in Dock Entry Properties:
Title: LogOff
Link: C:\WINDOWS\system32\shutdown.exe
Arguments: -l -t 00
Start In: %windir%
Run: Normal Window
7. Find suitable icon or .PNG to link to. Link it.
Ask me later about finding suitable icons. Much longer story.