Here are step by step to make logon an unattended process in Windows XP:
Click [Start] [Run] and type control userpasswords2
The [User Accounts] Property Sheet displays.
On [Users] tab, clear the [Users must enter a user name and password to use this computer] check box.
Enter a user name and password that should be used to logon automatically in the dialog box that appears.
Go to [Control Panel] [User Accounts] [Change the Way Users Log On and Off].
Uncheck [Use the Welcome Screen] and [Use Fast User Switching]