XP does not have a built-in posix subsystem. Kernel support for posix is
still there, but the subsystem files (psxss.exe, psxdll.dll, posix.exe)
were removed. You can check: they are not there. Posix apps are no
longer supported by MS (although Interix still is).
Mikael, psxss.exe is not a service, but it's started by the system, so
you get the same effect: it's not killed when a user logs off.
Paul, it seems very unlikely that the posix subsystem is connected to
sockets, since Winsock is implemented mostly inside the Win32 subsystem,
the rest being in the kernel (TDI).