Goto Control panel -> Administrative Tools.
Double click on Local security Policy. this will pop up Local security setting windows.
Find/open folder 'Local Policies' and then select sub folder 'Security option'
On column Policy find word 'Accounts : Guest Account Status'
Check out this setting....
If setting is 'Enabled' then you can connect to this computer without prompt for password.
If setting is 'Disable' then this computer need you to enter valid account or password to access this computer.
now find 'Network access:Sharing and security model for local account'
change it to 'Classic - local user authenticate as themselves'