How to stop the logon screen from appearing at startup 

For computers not on a network or domain:

- Click on "Start", click on "Run", and type "control userpasswords2"

- Click OK

- On the Users tab, clear the "Users must enter a user name and password to use this computer" check box and click "Apply"

- Select the user you want to log on & click OK. A dialog will appear that asks you what user name and password should be used to logon automatically, just click "OK"

- Go to Control Panel / User Accounts, and click "Change the way users log on or off", and uncheck both "Use the Welcome Screen" and "Use Fast User Switching"

Note: For Windows XP Home, do not try to auto-login as Administrator. This is because Windows XP Home Edition does not allow logging in as Administrator from Normal mode. Once you uncheck the option "Users must enter a user name" and click OK/Apply, Administrator account name will be displayed in the text box. Type-in a different user name and password in order to auto-login to that account.

Take care while entering the password. Typing an incorrect password makes XP freeze at startup (during authentication) due to incorrect password and then displays the Welcome Screen after few seconds.