1. Click Start on the Windows taskbar, and then click
Run.
  2. In the Open box, type “control userpasswords2″
(without quotes), and then click OK.
3. In the dialog box that appears,
You’ll see: “Users must enter a user name and password
to use this computer” check box.
Enabled will require users to logon, disabling will make
XP automatically logon to the Administrator account.