Blank screen after login on Latitude E6400

We have a new Latitude E6400 (delivered last week).  Whenever I reboot, the first attempt at login displays a completely blank screen; by that I mean blue background but no icons, start menu etc.  If I press CTRL+ALT+DEL I get the ususal set of boxes come up in the middle of the screen, so I logout, login again and everything's fine.

This is happening every time I reboot.

My question is, why does the first login after reboot produce a blank screen, but subsequent logins are OK. ?

I have run the Dell diagnostics (F12) and no problems were reported.

The OS is Win XP pro with SP3.  All hardware drivers are as supplied by Dell.