Other people are logged on to this computer

Leif writes, I have cable internet at home (cox) and Earthlink high speed at work. After being on line and shutting down, I get the message “Others are logged onto your computer, Shutting down now will…”. What is going on and how can I prevent my computer from being used as a relay station for some hacker?
Windows XP includes a number of cryptic error messages and nothing is more unnerving than the possibility that someone or something might be logged into your computer. A little more explanation in the message would go a long way to clearing up the confusion. The good news is this message has nothing to do with a hacker using your computer. There are two common explanations for what might be happening.