If you have problems with logons, you want to take a look at this POST SP 4 Patch from MS. Might you have installed...
Microsoft hotfix 329170 as one of the Microsoft critical updates? I’ve run into a similar slow logoff problem on a number of terminal servers (and workstations as well) which have been attributed to this security update. If your servers aren’t configured to require or utilize SMB signing (they’re not by default), uninstalling this hotfix should have no ill consequences to your environment. In most cases logoff time has improved dramatically.
CTX-102523: Current known issues with Windows 2000 Server with Service Pack 4
Dig Deeper on Citrix XenServer