Is this possible without having a process running continuously, listening for
WM_QUERYENDSESSION or similar? (or worse still, loading a DLL into the Winlogon process)
(Also unacceptable: write a script / program that does what you want, then logs off, and require the user to only use this program to log off, rather than Start -> Log Off or various other normal methods)
It's easy on XP Pro with Group Policy but I don't think that works on XP Home even if you "install" the group policy editor.