I found this in a few different places around the 'net - hopefully it's helpful:

Automatically Log On a User Account in Windows XP

This article describes how to automatically log on a user account during the Windows startup process.

Note: This process only works if the computer is not joined to a domain.

Requirements

• The Welcome screen must be available.
• Guest account access must be turned off.
• There must be only one user account on the computer.
• The user account must not have a password.

Make the Welcome Screen Available To make the Welcome screen available:

• Click Start > Control Panel > User Accounts.
• Click Change the way users log on or off.
• Click to select the Use the Welcome screen for fast and easy logon check box.
• Click OK.

Turn Off Guest Account Access To turn off Guest account access:

• Click Start > Control Panel > User Accounts.
• Click the Guest account.
• Click Turn off Guest access.

Remove the Password from a User Account To remove the password from a user account:

• Click Start > Control Panel > User Accounts.
• Click the user account.
• Click Remove my password.
• Type the password in the Type your current password box, and then click Remove Password.