Well, the Fast Logon feature works, but just not the way "normal" desktop administrator / users would expect.
Read more about it here http://support.microsoft.com/kb/305293.
Bottom line on how to disable this? Use either local group policy or AD group policy to set this value to ENABLE:
Computer Configuration\Administrative Templates\System\Logon\Some of the symptoms of this feature are:
Always wait for the network at computer startup and logon
- users not getting network drives at logon
- users net getting User Configuration GPO settings