|I presume you have no password on you account, if this is true the below may help.|
Go to windows update and install the service packs for the .net framework 1.1 or failing that uninstall and reinstall the .net framework 1.1 and then install it's service pack to resolve the issue.
The problem is that .net 1.1 sets up the asp.net account that causes the prompt on startup(it only seems an issue on single user machines with no password). The service pack *normally* fixes this issue. I have seen this issue first hand and on one occasion it took multiple re-installations of .net 1.1 and it's service pack.
If you don't feel like going to all this trouble get tweakui from microsoft and use the auto log in function.
Forgot to mention that .net thing probably only applys to the "welcome screen" login(very blue).
Batch Variable how to