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Are you the only user on your PC?
Do you still have to click only your name on the Welcome screen?

Well now a simple tweak to automagically log in to you prefered account, this work if there is only one account as well as if there is multiple other accounts.

Auto Logon to Windows XP
You can configure Windows XP to automate the logon process if your computer is not part of a domain.

1. Click Start, click Run, and type control userpasswords2. 
2. Clear the Users must enter a username and password to use this computer check box. 
3. Click Apply.
4. Enter the user name and password you wish to automatically log on with, and then click OK. 
5. Click OK again and you’re all done. 

This feature allows other users to start your computer and use the account that you establish to automatically log on. Enabling auto logon makes your computer more convenient to use, but can pose a security risk.

http://www.microsoft.com/windowsxp/using/setup/learnmore/tips/knox2.mspx

Another quick one

Access the Administrator Account from the Welcome Screen
If you are at the Welcome screen and want to log on with the Administrator account, but it’s not listed, Press Ctrl+Alt+Del twice to bring up the logon window, which then allows you to log on as Administrator.
Logging on at the Welcome screen is not available on computers that are members of a network domain.