Why would you want that? I can't think of any reason, especially if I have important information stored on my computer. And though a guest account has limited access (also from Windows Help and Support -- "Users who log on to the computer using the guest account do not have access to password-protected files, folders, and settings. "), any access is too much for my comfort level.
To disable the Guest account is very easy on Windows XP Pro.
- Login using an administrative account
- Start -> Control Panel -> User Accounts
- Click on Guest
- Click "Turn off the guest account"
Alternatively, you can find the account named Guest in the Computer Management module, select properties, then check the box for "Account is disabled".
Your computer is no longer available to anyone without a user account -- congratulations!