for security purposes I would recommend that you leave it that way, the idea being that if you walk away from your workstation it will lock itself and nobody will have computer/network/internet access using your network credentials. I dont have my domain group policy setup to do this but I probably should, although I have (and surly will in the future) locked the accounts of plenty of our users because they leave themselves logged on and dont lock their computers and than someone else uses their network account to surf porn (I still dont understand why, but they surely do).
Whatever the case you probably dont care about security anyways and someone will tell you soon enough, just uncheck the "on resume password protect" box on the screen saver tab under display properties.
Just know that when someone does do something with your account and you end up getting in trouble or fired over the actions they took under your account that I told you so.
EDIT: disclaimer: nothing personal it's just been a long day dealing with problems that other people have created due to the common lack of common sense of our users...
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