Seconding/mirroring FoxInSocks' answer, you can change this in the Local Security Policy (secpol.msc).
From the left-hand "Security Settings > Local Policies > Security Options" tree option, change the setting named "Interactive logon: Do not display last username" to Enabled.
If you want to apply this to all servers in your domain, login to your DC and open the Group Policy Editor, either by opening Active Directory Users and Computers, right-clicking the domain node, choosing Properties, then the Group Policy tab and clicking the Edit button; or opening Group Policy Management, right-clicking the Default Domain Security Policy entry and choosing Edit.
With the Group Policy Editor open, navigate to the left-hand "Computer Configuration > Windows Settings > Security Settings > Local Policies > Security Options" tree option and change the setting named "Interactive logon: Do not display last username" to Enabled.
HTH
J.