There is an "autologon" feature in windows 2k server and adv. server, though it has changed slightly from 4.0 and is not documented.
To enable it, use regedit, and in the key HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\WindowNT\CurrentVersion\Winlogon modify the following values.
set AutoAdminLogon to 1
set DefaultUserName to the user name you want the machine to log in as.
set DefaultDomainName to the domain name that the user is in, use the local machine name if it is a local account.
set DefaultPassword to the password of the user account.
Since the password will be stored in plain text in the registry, this isn't the most secure solution. So you probably should set the machine to auto log on as a highly privlidged user.