If you Start / Shutdown / Close all programs and log on as a different user, your computer appears to hang, your screen appears gray, and your cursor may display the busy hourglass.

The WINLOGON service was changed in SP6, which causes the above behavior if you cancel a logoff and try again later.

If you cancel a logoff, use CTRL+ALT+DEL and press Logoff when you finally decide to logoff.