A couple of ways:
- get rid of the password on your user account (may not make a difference if you have SP2 or a recent update for SP1)
- Follow these steps (this will work but its more complicated):
1. Click start -> run
2. Type "control userpasswords2" without the quotes and click OK
3. Uncheck the box that says "Users must enter a username and password to use the computer."
4. Click OK
5. In the box that pops up, type the username and the password of the account that you want to log in automatically.
6. Click OK again.
From now on, it will log in straight away.