You may add some node and value in Registry. However, this is not recommanded because of the security issue. When someone else turn on the PC, they could auto login into your account. When someone try to remote access or remote connect to your PC, they could use your login ID to auto login too. And changing the registry is also a risk if you are not familiar with the registry. You better backup the registry first.
How to back up and restore the registry in Windows
http://support.microsoft.com/kb/322756
How To Enable Automatic Logon in Windows 2000 Professional
http://support.microsoft.com/kb/234562
How to turn on automatic logon in Windows XP
http://support.microsoft.com/kb/315231