Instead of logging out under Windows 2000 or switching users under
Windows XP, you can also use the Windows "Run as" control. Instead of
launching the application by left-clicking on the icon or shortcut, hold
down the shift key and single right-click. A new dialog box will appear
with "Run as" as the second option. Select this launcher and use the
alternate user credentials to launch Stata.
Let me suggest an alternate approach, however. Stata is smart enough
to store its preferences on a per-user basis. If I wanted to work
with one set of preferences most of the time under my regular account,
but I sometimes wanted to use Stata (and other software perhaps) for
presentations on a screen with a different resolution, I would set
up two user accounts for myself. The first one (let's call it just
"alan") would be my normal account used on a day-to-day basis. The
second one might be "alanproj" (think 'projector' for presentations).
Stata, and many other applications, could then be set up with
preferences specific to each account. Switching between them is
as easy as logging out of one account and logging into the other.