Configure Windows XP to Automatically Login

Click Start, Run and type CONTROL USERPASSWORDS2, and click Ok. Select the user account from the list (the account to which you want to automatically logon). Uncheck Users must enter a user name and password to use this computer option, and click Ok. Type the user account password and complete the process.

Or
Configure it manually in registry

HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon

Set the DefaultDomainName, DefaultPassword (must be non-blank), and DefaultUserName. Set AutoAdminLogon to 1 (all are type REG_SZ). If you ever want to logon as a different user, hold down the shift key as you logoff.