NT, W2K, and XP provides Registry settings that can be set so that a user is automatically logged into the system without a logon dialog box appearing. However, the Registry values are hidden deep, and can be a pain to configure. See Automatic Logon in my registry index section for the details. The sysinternals program, Autologon, will do the Registry configuration for you, and allow you to enable and disable auto-logon when you want.Tweakui also includes autologon as one of its many tweaks.
Autologon is easy enough to use. Just run autolog.exe, fill in the dialog, and hit Enable. To turn off auto-logon, hit Disable. If the DefaultPassword is NULL, autologon will only occur once and then be disabled.
Whether you use the Autologon utility or the registry approach, there are times when you must logon as another user or need the logon dialog to appear. Hold down the shift key until during boot until the logon dialog appears.
The detailed registry hacks can be found in my Registry Tip #34: Automatic Logon