1.Click Start, and then click Run.
2. In the Open box, type control userpasswords2, and then click OK.
3. Clear the "Users must enter a user name and password to use this
computer" check box, then click Apply.
4. In the Automatically Log On window, type the password in the Password
box, and then retype the password in the Confirm Password box.
5. Click OK to close the Automatically Log On window, and then click OK
to close the User Accounts window.
Further Reference:-
'How to turn on automatic logon in Windows XP'
http://support.microsoft.com/default.aspx?scid=KB;EN-US;Q315231&ID=KB...