Start Regedt32.exe and locate the following registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
Establish your domain name, account name, and password, using the values you would normally type when logging on. You should assign the following values: DefaultDomainName, DefaultUserName, and DefaultPassword.
NOTE: The DefaultDomainName and DefaultUserName values may already exist. The DefaultPassword value may not. If it does not, create it:
On the Edit menu, click Add Value.
In the Value Name box, type DefaultPassword.
In the Data Type box, click REG_SZ.
Click OK.
In the String Editor box, type your password. Click OK and save your changes.
NOTE: If no DefaultPassword string is specified, Windows automatically changes the value of the AutoAdminLogon key from 1 (true) to 0 (false). This disables the AutoAdminLogon feature.
On the Edit menu, click Add Value. Type AutoAdminLogon in the Value Name box. Click REG_SZ in the Data Type box. Enter 1 in the String box. Save your changes.
Quit Regedt32.exe.
Shut down Windows and turn off the computer.
Restart your computer and Windows 2000. You should be able to log on automatically now.
This is Straight off Microsofts' site. This was exactly the same way it was done for Win NT. But for some reason MS said this option is NOT available for server or advance server. I just did it on win2k advance server and it logs on automatically. I guess MS just doesn't support this method for win2k server.