The method I described does in fact retain a password. It just doesn't prompt for it. Try it out. It does exactly what you are looking for. I use it myself.
So if you have an autolock cmd, you have to reenter your password to unlock it? Because the instructions explicitly said "uncheck the box labeled "User must enter a user name and password to use this computer"". Then you enter your credentials to remove the password.
I know you can LOCK the machine without having a password, but I want it locked and password protected. Perhaps I'm not understanding the instructions but it seems the password is actually being removed, not retained?
I now have my main PC at home logging in automatically, and retaining the password requirement to unlock- using the method I linked. I did this because I wanted to start iTunes automatically but have multiple user accounts on my main PC. I couldn't find a easy, maintenance-free method of starting iTunes as a service. But I have an AppleTV and wanted my media to be shared as long as the PC is turned on.
I also did this to my work laptop, because after a reboot the startup takes ages just to get to the welcome/login screen. Then longer to get to a desktop point where I can WindowsKey+L. Then in the mornings I'm able to walk away only after that point.
I use hibernate a lot, which reduces the need for this trick but now I can hit the power button and walk away in the mornings when I didn't hibernate the day before, and have my machine locked, but also placed Outlook, IE in the startup folder and the numerous default login scripts/services on my slow work HDD can take it's time to load.