For Windows 2000, you could create a batch file that uses a 'net use' command, and put a shortcut on the desktop. Then the user could clear all shares, and would be prompted for a password the next time the went to access a share. For instance, clear all shares with a ' net use * /delete /Y' -- kills all current shares and suppresses the Y/N prompt.
For Windows 98, I believe you are stuck with the user name you started the login session with -- if you started logged in a jdoe, you are jdoe until you logout/in. In Win2k, you get a dialog box allowing input of both a username and a password when opening a new share.