1. Go to Start/Run and type in: control userpasswords2 and press ok.
2. On the Users tab, left click "your user name" then clear the Users Must
Enter A User Name And Password To Use This Computer check box and then click
OK.
3. In the Automatically Log On dialog box that appears, type the "user name
and password" for the account you want to be logged on each time you start
your computer.
Added note: (Alex MVP)
If you want to logon to one of the other users, hold down shift as the
system boots up.
Tip:
Add Control UserPasswords2 to the Control Panel (Line 1)
http://www.kellys-korner-xp.com/xp_tweaks.htm
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All the Best,
Kelly (MS-MVP/DTS&XP)
Taskbar Repair Tool Plus!
http://www.kellys-korner-xp.com/taskbarplus!.htm