How do I get the first name and last name of the logged in Windows user?

This solution didn't work for me but this function worked great:

public static string GetUserFullName(string domain, string userName)
        {
            DirectoryEntry userEntry = new DirectoryEntry("WinNT://" + domain + "/" + userName + ",User");
            return (string)userEntry.Properties["fullname"].Value;
        }

You should call it that way:

GetUserFullName(Environment.UserDomainName, Environment.UserName);

(Found it here).

If you're using .Net 3.0 or higher, there's a lovely library that makes this practically write itself. System.DirectoryServices.AccountManagement has a UserPrincipal object that gets exactly what you are looking for and you don't have to mess with LDAP or drop to system calls to do it. Here's all it'd take:

Thread.GetDomain().SetPrincipalPolicy(PrincipalPolicy.WindowsPrincipal);
WindowsPrincipal principal = (WindowsPrincipal)Thread.CurrentPrincipal;
// or, if you're in Asp.Net with windows authentication you can use:
// WindowsPrincipal principal = (WindowsPrincipal)User;
using (PrincipalContext pc = new PrincipalContext(ContextType.Domain))
{
    UserPrincipal up = UserPrincipal.FindByIdentity(pc, principal.Identity.Name);
    return up.DisplayName;
    // or return up.GivenName + " " + up.Surname;
}

Note: you don't actually need the principal if you already have the username, but if you're running under the users context, it's just as easy to pull it from there.

There is an easier way to do this:

using System.DirectoryServices.AccountManagement;

UserPrincipal userPrincipal = UserPrincipal.Current;
String name = userPrincipal.DisplayName;