In System Preferences, under "System", go into "Accounts". At the bottom of the list to the left part of the dialog, there is a button that reads "Login Options". Click the button, and at this point, if your computer requires, hit the lock button at the bottom of the dialog to make changes. Then, the last option is "Enable fast user switching". Enable it, and select one of the display options. Depending on your settings, you will see an icon at the white bar at the top of your screen where the time is displayed. When you click the icon, just click the login window option and you will be brought to the login window without having to log out.