I think that the issue is a
little bit more complex than compiling the login manager (xdm/gdm/kdm or whatever).
It is the fact that puppy is currently designed to run as root.
GuestToo has already shared with us part of his ordeal to run X and certain applications as a non-root user.
Barry has expressed the posibility to modify puppy to allow it to login as different users.
Having said that, my Software development insctints kick in:
Gliezl asked for a solution, But never explained what is the problem she is trying to solve.
In my experience once you know what the problem is, the solution can take a completelly different shape.
So, Gliezl: What is the problem you are trying to solve? Why do you want a log-in screen?
a) Visual appeal: Because it looks nice
b) Shared computer: Because there are multiple users sharing the same computer, each one with its own preferences and storage area
c) Add security: Because you want to prevent other people to use your puppy so you need the password protection
d) Other reazon that you can explain us
e) Other reazon that you want to keep to yourself