Windows XP & ForceGuest

You may also want to try adjusting the "ForceGuest" policy setting on the remote machine to make sure all users authenticating to this machine over the network are actually authenticating as themselves, and not as the Guest account.

This policy can be found in the Local Security Policy on the Remote Machine:

Administrative Tools -> Local Security Policy -> Security Options -> Network access: Sharing and security model for local accounts

… and change from "Guest Only – local users authenticate as Guest" to "Classic – local users authenticate as themselves".