Just did a quick Google on doing this and from what I can tell creating a custom WMI query in BGInfo with the following as the path will do what you want.
SELECT FullName FROM Win32_NetworkLoginProfile WHERE FullName is not NULLSomeone on the SysInternals forum had a problem with it displaying the names of previously logged on users as well but the issue seemed to be isolated to that person. I've tested it on my home laptop and it seems to work ok, couldn't test it on a domain as I'm not at work.
