I noticed that I had to log in, as opposed to going straight in, on my XP Pro machine some time back. I found that it was an update from Microsoft that did it by adding an extra and unnecessary User to my PC. I deleted the new User and everything went back to normal.
Go to Control Panel, click on Accounts. My bet is you have at least to Admins. One is created by a MS update, don't ask why as i do not know but if you delete the one created by MS it will log strait in
Sea Urchin's link worked exactly as it said. Thanks for helping us to get rid of the user log in screen on our other computer which was new a few months ago.It was delivered this way but my husband hated it. We had tried a couple of ways which before which didn't work. Hope that you never had to resort to your clone pj123.