Heya Lee,

First, go to your control panel > user accounts > change the way users log on or off. Disable the Welcome Screen.

Then,
Go to start > run >
then type in "control userpasswords2".

From there, click on the account you want to automatically log in to, then uncheck the "users must enter a username and password to use this computer".

Once you hit "apply", it'll prompt you to enter the user/pass you want to automatically log in to at start up.

It should already have selected the "User" that it will automatically log in to. Just verify that's indeed the one you want (in case you have a guest account or something) and then enter your password and confirm your password.

Then hit "OK".

From now on, whenever you start WinXP, you should automatically log on to that account without ever again having to enter your user/pass or clicking on the user from the welcome screen

yay!
So long as you do it correctly it should work, as that's what I do and it works just fine for me.