dag001, you do not want to go online with an open XP like that. Get used to having a user name, AND *password* to start up your computer. Without that step, you open your computer to too many hacking activities. Also, keep your log-on user a non-admin level user. This will save you headaches in the future.
If you still want to do this open machine configuration, go into "user accounts" in control panel, then pick the option to "change the way users log on and off" and try a different log on screen. See how that works for you. Or maybe in the 'group policy' editor you may find what you want, mine will not open at the moment.