For Windows XP, download PowerToys. ( http://download.microsoft.com/download/f/c/a/fca6767b-9ed9-
45a6-b352-839afb2a2679/TweakUiPowertoySetup.exe )Follow
the setup wizard's instructions, and once the program is
installed, choose Start, All Programs, Powertoys for
Windows XP, TweakUI for Windows XP. In the left panel,
double-click Logon, then click Autologon. In the right
panel, check Log on automatically at system startup. Enter
your name and domain (or current computer name), set your
password, and click OK.