Preventing the Password Prompt in a Non-Domain System
1. In Control Panel, double-click Users and Passwords.
2. Click to clear the Users must enter a user name and password to use this computer check box.
NOTE: This option does not appear on a system that is a member of a domain.
3. Click the Advanced tab.
4. Click to clear the Require users to press Ctrl-Alt-Del before logging on check box.
Automatic logon is not supported when you are logging on to a domain. You will need to join a workgroup if you want to use the automatic logon feature.
http://support.microsoft.com/default.aspx?scid=kb;EN-US;q234562