You can configure this setting in Group Policy or by using Regedt32 to navigate to:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\Explorer
or
HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\Explorer
On the Edit menu, Add Value name NoWelcomeScreen as a REG_DWORD data type. A data value of 0, the default, displays the 'Getting Started with Windows 2000' screen when a user logs on. A data value of 1 does not display the 'Getting Started with Windows 2000' screen and the check box on the screen is ignored.
NOTE: An entry in HKEY_CURRENT_USER takes precedence over an entry in HKEY_LOCAL_MACHINE.
To manually display the screen, Start / Programs / Accessories / System Tools /Getting Started.
To manually suppress the welcome screen without setting a policy or editing the registry, clear the Show this screen at startup check box on the 'Getting Started with Windows 2000' screen.