Hi Miguel,
Just to be clear, this was an issue for me in Moodle 1.9. Our site has now moved to Moodle 2 and a theme which I based on the Aardvark theme. So if you were using Moodle 2 and Aardvark the hack below is not needed. I have pasted in notes I made at the time though in case you are using 1.9 and if so they may help.
To change the text: “You are logged in as” you need to edit the language files and the weblib.php
Language files:
Admin ->Language ->Language Editing ->Moodle.php
If you try to remove the text: ‘”you are not logged in” from the language file ie. leave a blank string then Moodle will detect this and prevent you from doing so, with a blank string error message.
To remove the text you have to remove the call to write this text out from within weblib.php
Weblib.php
Location is: /web/lib/weblib.php within your Moodle directory structure.
...as described in the above posts.
Hope this helps.
~t