I'm making this post as much for my own sake as much as it is for anyone else. A lot of my clients still use Windows XP and one client in particular doesn't want users to have to log into their machines. He doesn't want the inconvenience of the login screen.
I still have to use User Accounts as they're used to manage file sharing elsewhere on the system so I set each computer to login automatically using a default account.
The default user for automatic login is set in the other User control panel which is found by going to start/ run and entering 'CONTROL USERPASSWORDS2'.