I'm going to do my best to summarize this but it's going to be hard for folks to get this picture.
I'm have a VM Session hosted. User A connects to that session. He closes the session using the X on the ribbon bar (Needs to leave session running as there is an automated script running)
If user A tries to connect back to it - it tries to log him in again. So my theory is since this is XP Professional when he closes the session using the X in the upper right hand corner - its actually locking the screen or leaving it locked rather because if I bring up my management console the screen is locked. XP does this natively I understand but how would one go about getting around this? I supposed I could turn on VNC and have him go in that way but it kills the entire VDI piece of it 
Thoughts?