Of course you could always do it in the registry, If you feel comfortable
Navigate to Hkey Local Machine\Software\Microsoft\WindowNT\current version\winlogon
and edit or create the following keys
AutoAdminLogon = 1
DefaultDomainName = 'computername'
DefaultUserName = 'user account you would like to autologon with'
DefaultPassword = 'password for the above account'

i have used this shortcut with windows xp professional sp2 and it works like a charm. windows xp home may not work though!

To expand on that for people who don't know how to edit the registry in Windows:
Just go to Start/Run, and type "regedit". That opens the registry editor. On the left pane you have the browser - press the + sign to the left of the name to open the folder. Use the folders that in2computers pointed out, then finally click on the Winlogon folder. The right pane has a table of values. The left column in the table shows the name of the values, and the right shows the content of the value. Find the value names in2 pointed out. If they are there (should be alphabetical order), double click and change the value to what is appropriate - often they may already have the correct value, i.e. the domain and/or username. If a value does not exist, click Edit > New > String Value. For the name, put the name of the missing value, and for the value, put whatever the value should be.

Be careful with the registry if you do not know what you are doing - most programs rely on it to function, including Windows.

I am not sure if this would work in XP. If it does not, there might be a similar folder (i.e. WindowsXP instead of WindowsNT) that performs the same function. If you cannot find the key, do not attempt to create it. You may be able to find it using the search function (Ctrl+F), but the search is slow and kind of annoying, so browsing is easier if you know the folder.

I have several computers in my house that run several different operating systems and that shortcut does in fact work with Windows XP Home. It also works fine with Windows XP Media Center Edition.

sheer genius! thank you!
Turn And Log On Computer Automatically

Replying to mastercomputers

Sheer genius! thank you!