You can use Registry Editor to add your logon information. To do this,
follow these steps:
Click Start, click Run, type regedit, and then click OK.
Locate the following registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
Double-click the DefaultUserName entry, type your account user name, and then click OK.
Double-click the DefaultPassword entry, type your account password under the Value Data box, and then click OK.
If there is no DefaultPassword value, create the value. To do this, follow these steps:
In Registry Editor, click Edit, click New, and then click String Value.
Type DefaultPassword as the value name, and then press Enter.
Double-click the newly created key, and then type your password in the Value Data box.
If the Note:DefaultPassword registry entry does not exist, Windows XP automatically changes the value of the AutoAdminLogonregistry key
from 1 (true) to 0 (false) to turn off the AutoAdminLogon feature
after the computer restarts.
Double-click the AutoAdminLogon entry, type 1 in the Value Data box, and then click OK.
If there is no AutoAdminLogon entry, create the entry. To do this, follow these steps:
In Registry Editor, click Edit, click New, and then click String Value.
Type AutoAdminLogon as the value name, and then press Enter.
Double-click the newly created key, and then type 1 in the Value Data box.
Exit Registry Editor.
Click Start, click Restart, and then click OK.
After your computer restarts and Windows XP starts, you can log on
automatically.
Copied from: http://support.microsoft.com/kb/315231