Ignoring the copy&paste indentation error, thereThere are quite a few possible improvements.
You should open files with the with keyword, this way they get closed no matter what (you don't even close your file).
if 'user' and 'password' in lines: does not mean what you think it does. All non-empty strings are truthy in Python, so if "user" is always True. So you only really check that the line contains "password". Fortunately you don't have any lines containing "password", but not "users", so this bug has not yet become obvious.
The easiest fix for this would be using this:
if "user" in lines and "password" in lines:
# Stuff
In summary, I would re-write your code like this:
with open("haproxyfile.txt") as f:
users = [line.split()[1] for line in f
if line.strip().startswith("user") and "password" in line]
print users
Note that I omitted the "r" parameter to open, because read-only is the default mode. I also used str.startswith to check if it starts with a string. The strip is probably needed, to get rid of the whitespace at the beginning of your lines. If that is a copy&paste error as well, omit it.
I also wrote it as a list-comprehension and used the fact that you can directly iterate over a file.