Baptiste Gagneux

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.

Source : http://www.microsoft.com/windowsxp/using/setup/learnmore/tips/knox2.mspx