You can configure Windows XP to automate the logon
process if your computer is not part of a domain.
1- Click Start, click Run, and type control
userpasswords2.
2- Clear the Users must enter a username and password to
use this computer check box.
3- Click Apply.
4- Enter the user name and password you wish to
automatically log on with, and then click OK.
5- Click OK again and you're all done.
This feature allows other users to start your computer
and use the account that you establish to automatically
log on. Enabling auto logon makes your computer more
convenient to use, but can pose a security risk.
I found the above information on the following Microsoft
link:
http://www.microsoft.com/windowsxp/expertzone/tips/march/k
nox1.asp