This can be done by making a few changes in the registry. This topic is covered in the Platform SDK Documentation; the section is titled "MSGina.dll Features", and can be viewed at:
http://msdn.microsoft.com/library/default.asp?URL=/library/psdk/logauth/winlogon_about_004z.htm
(Enter the URL as a single entry...if it does not work, locate and remove any spaces inserted by the TechRepublic system).
I paraphrase here (and in a subsequent comment) the applicable information:
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Automatic Logon
This feature allows a Windows NT system to log on a user automatically every time the system boots, by using default information and disabling the CTRL+ALT+DEL logon box.
This feature uses the following values of the Winlogon key, which is found in the registry at:
\HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon
(Some of the following keys may already be present on your system; if not, add a string value with the appropriate name and value.)
AutoAdminLogon - set the value to 1.
AutoLogonCount - set the value to the number of times to do an automatic logon; if you wish to have an *unlimited* number of automatic logons, remove this key if it is already present.
DefaultUserName- set the value to the name of the user account to be logged on.
DefaultDomainName - set the value to the name of the domain that the user account is in.
DefaultPassword - set the value to the password of the user account.
If the AutoAdminLogon key value is present and contains a 1, and the AutoLogonCount key value is not present, an automatic logon will occur every time the current user logs off or the system is rebooted. The account being logged onto is specified using the DefaultUserName and DefaultDomainName key values, and the password is specified in DefaultPassword key value.
(Continued in comment below...)