The GDM startup, login and logout process is defined by the Default file inside each of the following folders inside the /etc/gdm/ folder (See doc above):
Inside the /etc/gdm/ folder though there is a file called Xsession. This file actually seems to handle to login process from when the user enter his/her username and password in the GDM login screen until the user's desktop appears.
By inserting "exit" in the beginning section of this script, you effectively abort the login process and Ubuntu automatically returns you to the GDM login screen.
Hope this helps some one.