Navigate to:
HKEY_LOCAL_MACHINESOFTWAREMicrosoftWindows NTCurrentVersionWinlogon
Create new string value subkeys:
DefaultUserName
DefaultPassword
DefaultDomainName
Change: AutoAdminLogon = 1
If it exists, delete the AutoLogonCount key
Remember, if you are not part of a domain, you can setup autologin by using the netplwiz command in the search box.
(in XP type "control userpasswords2" in the run box)